+103.3%
VLO vs FAST
+36.2%
+67.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.9% |
| 7D | -6.5% | +3.8% | -10.3% | -6.5% |
| 30D | -17.8% | +8.1% | -25.8% | -17.8% |
| 3M | +19.6% | +5.8% | +13.8% | +19.6% |
| 6M | +49.3% | +24.9% | +24.4% | +48.6% |
| YTD | +122.4% | +38.9% | +83.5% | +108.8% |
| All | +103.3% | +36.2% | +67.1% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling