+231.9%
VLO vs FAST
+97.8%
+134.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +9.6% | +4.2% | +5.5% | +8.7% |
| 30D | -17.4% | +6.7% | -24.1% | -18.5% |
| 3M | +10.8% | +8.0% | +2.7% | +9.0% |
| 6M | +56.9% | +27.4% | +29.5% | +48.6% |
| YTD | +136.8% | +40.5% | +96.3% | +115.8% |
| 1Y | +120.7% | +38.4% | +82.3% | +101.8% |
| 3Y | +231.9% | +98.7% | +133.2% | +190.0% |
| All | +231.9% | +97.8% | +134.1% | +190.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling