+35,889.1%
VLO vs FAST
+71,032.6%
-35,143.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | +22.6% | -0.8% | +23.4% | +22.8% |
| 3M | +43.8% | +5.8% | +38.0% | +41.2% |
| 6M | +65.7% | +8.0% | +57.8% | +61.0% |
| YTD | +131.1% | +25.6% | +105.5% | +115.4% |
| 1Y | +143.6% | +0.8% | +142.8% | +140.4% |
| 3Y | +201.4% | +86.1% | +115.3% | +149.1% |
| 5Y | +568.9% | +100.2% | +468.7% | +434.4% |
| 10Y | +891.8% | +494.2% | +397.6% | +489.4% |
| All | +35,889.1% | +71,032.6% | -35,143.5% | +10,242.2% |
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 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