+768.4%
VLO vs FAST
+586.8%
+181.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -13.3% | +2.1% | -15.4% | -14.0% |
| 30D | -18.3% | +6.9% | -25.2% | -20.3% |
| 3M | +14.3% | +4.8% | +9.5% | +12.1% |
| 6M | +47.6% | +19.8% | +27.9% | +37.0% |
| YTD | +116.0% | +34.9% | +81.1% | +89.3% |
| 1Y | +101.0% | +32.8% | +68.2% | +77.1% |
| 3Y | +199.0% | +93.7% | +105.3% | +120.3% |
| 5Y | +419.0% | +105.3% | +313.7% | +262.7% |
| All | +768.4% | +586.8% | +181.6% | +230.6% |
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