+531.8%
FAST vs XOP
+44.9%
+486.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +4.8% | -8.4% | +13.2% | +6.6% |
| 30D | +8.6% | -8.4% | +17.0% | +10.4% |
| 3M | +5.7% | +0.2% | +5.5% | +5.3% |
| 6M | +25.5% | +7.2% | +18.3% | +22.8% |
| YTD | +39.6% | +40.8% | -1.2% | +28.0% |
| 1Y | +35.5% | +36.3% | -0.8% | +25.0% |
| 3Y | +96.2% | +37.2% | +59.0% | +78.1% |
| 5Y | +110.2% | +86.6% | +23.6% | +72.8% |
| 10Y | +531.8% | +44.0% | +487.8% | +398.0% |
| All | +531.8% | +44.9% | +486.9% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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