+47.9%
XOM vs FAST
+38.4%
+9.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.7% | +5.0% | -2.3% | +2.9% |
| 30D | -2.5% | +8.6% | -11.0% | -2.2% |
| 3M | +7.0% | +6.9% | +0.1% | +7.3% |
| 6M | +14.2% | +29.6% | -15.4% | +15.1% |
| YTD | +43.9% | +41.4% | +2.5% | +40.5% |
| 1Y | +47.9% | +38.5% | +9.4% | +43.6% |
| All | +47.9% | +38.4% | +9.5% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling