+449.8%
VLO vs FAST
+113.6%
+336.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | -0.4% | +4.3% | -4.7% | -1.3% |
| 30D | -16.6% | +8.3% | -24.9% | -17.9% |
| 3M | +12.3% | +6.5% | +5.8% | +10.8% |
| 6M | +47.8% | +29.5% | +18.3% | +39.8% |
| YTD | +126.7% | +41.3% | +85.5% | +108.6% |
| 1Y | +105.4% | +37.4% | +68.0% | +90.1% |
| 3Y | +222.0% | +98.5% | +123.4% | +173.6% |
| 5Y | +449.8% | +111.1% | +338.7% | +341.4% |
| All | +449.8% | +113.6% | +336.3% | +341.4% |
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