+560.5%
VLO vs FAST
+100.5%
+460.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.8% |
| 6M | +65.7% | +8.0% | +57.8% | +62.0% |
| YTD | +131.1% | +25.6% | +105.5% | +117.6% |
| 1Y | +143.6% | +0.8% | +142.8% | +141.7% |
| 3Y | +201.4% | +86.1% | +115.3% | +158.6% |
| All | +560.5% | +100.5% | +460.0% | +440.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling