+924.9%
VLO vs FAST
+535.9%
+389.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +18.2% | -5.6% | +23.8% | +20.7% |
| 3M | +53.3% | +6.9% | +46.4% | +48.9% |
| 6M | +70.4% | +7.0% | +63.4% | +64.0% |
| YTD | +143.4% | +24.9% | +118.5% | +119.9% |
| 1Y | +153.0% | +6.5% | +146.5% | +142.8% |
| 3Y | +195.0% | +94.1% | +100.8% | +116.0% |
| 5Y | +618.8% | +107.7% | +511.1% | +395.6% |
| All | +924.9% | +535.9% | +389.0% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling