+203.1%
VLO vs FAST
+91.5%
+111.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -8.7% | +0.7% | -9.3% | -8.8% |
| 30D | -16.2% | +4.6% | -20.9% | -17.0% |
| 3M | +16.2% | +6.4% | +9.8% | +14.6% |
| 6M | +39.8% | +20.6% | +19.2% | +33.8% |
| YTD | +119.0% | +34.7% | +84.3% | +101.2% |
| 1Y | +110.8% | +29.7% | +81.2% | +95.7% |
| All | +203.1% | +91.5% | +111.7% | +160.9% |
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