+105.3%
FAST vs XOP
+76.5%
+28.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -14.7% | +16.8% | +4.5% |
| 30D | +6.9% | -7.7% | +14.6% | +8.1% |
| 3M | +4.8% | +4.4% | +0.4% | +3.8% |
| 6M | +19.8% | +3.5% | +16.2% | +18.5% |
| YTD | +34.9% | +39.4% | -4.5% | +25.4% |
| 1Y | +32.8% | +39.8% | -7.0% | +23.3% |
| 3Y | +93.7% | +29.7% | +64.1% | +79.6% |
| All | +105.3% | +76.5% | +28.8% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling