+1,679.4%
FAST vs XOP
+67.4%
+1,612.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -14.7% | +16.8% | +6.9% |
| 30D | +6.9% | -7.7% | +14.6% | +9.2% |
| 3M | +4.8% | +4.4% | +0.4% | +3.0% |
| 6M | +19.8% | +3.5% | +16.2% | +17.3% |
| YTD | +34.9% | +39.4% | -4.5% | +19.6% |
| 1Y | +32.8% | +39.8% | -7.0% | +17.5% |
| 3Y | +93.7% | +29.7% | +64.1% | +71.7% |
| 5Y | +105.3% | +78.6% | +26.7% | +56.4% |
| 10Y | +595.4% | +51.8% | +543.5% | +383.5% |
| All | +1,679.4% | +67.4% | +1,612.0% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling