+191.6%
XOM vs FAST
+606.6%
-415.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.6% |
| 7D | -8.3% | +3.8% | -12.2% | -9.4% |
| 30D | -2.5% | +8.1% | -10.6% | -4.8% |
| 3M | +8.3% | +5.8% | +2.5% | +6.4% |
| 6M | +15.5% | +24.9% | -9.4% | +7.6% |
| YTD | +39.6% | +38.9% | +0.7% | +24.9% |
| 1Y | +44.6% | +36.5% | +8.1% | +29.9% |
| 3Y | +76.6% | +98.1% | -21.6% | +37.9% |
| 5Y | +195.8% | +109.3% | +86.5% | +121.9% |
| 10Y | +191.6% | +547.9% | -356.3% | +52.1% |
| All | +191.6% | +606.6% | -415.0% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling