+202.4%
VLO vs FAST
+86.1%
+116.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | +22.6% | -0.8% | +23.4% | +22.7% |
| 3M | +43.8% | +5.8% | +38.0% | +42.0% |
| 6M | +65.7% | +8.0% | +57.8% | +62.3% |
| YTD | +131.1% | +25.6% | +105.5% | +117.5% |
| 1Y | +143.6% | +0.8% | +142.8% | +142.5% |
| All | +202.4% | +86.1% | +116.3% | +190.2% |
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