+33,997.0%
VLO vs FAST
+76,149.7%
-42,152.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -8.7% | +0.7% | -9.3% | -8.9% |
| 30D | -16.2% | +4.6% | -20.9% | -17.3% |
| 3M | +16.2% | +6.4% | +9.8% | +14.1% |
| 6M | +39.8% | +20.6% | +19.2% | +32.3% |
| YTD | +119.0% | +34.7% | +84.3% | +100.1% |
| 1Y | +110.8% | +29.7% | +81.2% | +94.5% |
| 3Y | +201.7% | +89.9% | +111.8% | +148.4% |
| 5Y | +426.2% | +105.0% | +321.2% | +317.9% |
| 10Y | +790.3% | +594.2% | +196.1% | +408.4% |
| All | +33,997.0% | +76,149.7% | -42,152.7% | +9,509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling