+93.7%
FAST vs XOP
+25.8%
+67.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -14.7% | +16.8% | +4.3% |
| 30D | +6.9% | -7.7% | +14.6% | +7.9% |
| 3M | +4.8% | +4.4% | +0.4% | +3.8% |
| 6M | +19.8% | +3.5% | +16.2% | +18.4% |
| YTD | +34.9% | +39.4% | -4.5% | +23.4% |
| 1Y | +32.8% | +39.8% | -7.0% | +21.3% |
| 3Y | +93.7% | +29.7% | +64.1% | +77.9% |
| All | +93.7% | +25.8% | +67.9% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling