+192.9%
XOM vs FAST
+535.9%
-343.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +4.6% | -5.6% | +10.1% | +6.2% |
| 3M | +14.0% | +6.9% | +7.1% | +11.4% |
| 6M | +11.0% | +7.0% | +4.0% | +7.8% |
| YTD | +40.7% | +24.9% | +15.8% | +30.0% |
| 1Y | +52.3% | +6.5% | +45.8% | +47.6% |
| 3Y | +60.5% | +94.1% | -33.7% | +25.5% |
| 5Y | +266.4% | +107.7% | +158.7% | +173.4% |
| All | +192.9% | +535.9% | -343.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FAST 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling