+193.6%
XOM vs FAST
+586.1%
-392.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -11.4% | +2.1% | -13.5% | -12.0% |
| 30D | +1.1% | +6.9% | -5.8% | -0.9% |
| 3M | +7.8% | +4.8% | +3.0% | +6.1% |
| 6M | +13.0% | +19.8% | -6.7% | +6.6% |
| YTD | +40.6% | +34.9% | +5.7% | +26.8% |
| 1Y | +49.1% | +32.8% | +16.3% | +35.0% |
| 3Y | +72.9% | +93.7% | -20.8% | +35.9% |
| 5Y | +204.0% | +105.3% | +98.7% | +129.2% |
| All | +193.6% | +586.1% | -392.5% | +54.5% |
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