+209.1%
CVX vs FAST
+506.5%
-297.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.5% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +12.9% | -0.8% | +13.7% | +13.1% |
| 3M | +11.7% | +5.8% | +6.0% | +9.1% |
| 6M | +14.1% | +8.0% | +6.2% | +9.9% |
| YTD | +40.7% | +25.6% | +15.1% | +27.6% |
| 1Y | +37.5% | +0.8% | +36.7% | +35.1% |
| 3Y | +43.9% | +86.1% | -42.2% | +8.9% |
| 5Y | +161.5% | +100.2% | +61.3% | +87.0% |
| All | +209.1% | +506.5% | -297.4% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling