+223.1%
VLO vs FAST
+96.6%
+126.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.4% |
| 7D | -6.5% | +3.8% | -10.3% | -7.2% |
| 30D | -17.8% | +8.1% | -25.8% | -19.0% |
| 3M | +19.6% | +5.8% | +13.8% | +18.2% |
| 6M | +49.3% | +24.9% | +24.4% | +41.9% |
| YTD | +122.4% | +38.9% | +83.5% | +103.0% |
| 1Y | +107.4% | +36.5% | +71.0% | +90.2% |
| 3Y | +223.1% | +98.1% | +124.9% | +180.3% |
| All | +223.1% | +96.6% | +126.5% | +180.3% |
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