+509.1%
FAST vs XOP
+52.0%
+457.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.4% | +2.6% | -2.9% | -0.9% |
| 30D | -0.8% | +15.4% | -16.2% | -3.8% |
| 3M | +5.8% | +12.1% | -6.3% | +2.9% |
| 6M | +8.0% | +19.7% | -11.7% | +3.0% |
| YTD | +25.6% | +52.4% | -26.8% | +13.4% |
| 1Y | +0.8% | +47.6% | -46.7% | -8.6% |
| 3Y | +86.1% | +34.4% | +51.7% | +69.9% |
| 5Y | +100.2% | +154.4% | -54.2% | +52.4% |
| All | +509.1% | +52.0% | +457.0% | +370.7% |
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