+54.4%
XOM vs FAST
+93.0%
-38.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.8% |
| 7D | +1.8% | -0.4% | +2.1% | +1.8% |
| 30D | +5.9% | -0.8% | +6.6% | +5.9% |
| 3M | +5.6% | +5.8% | -0.2% | +4.6% |
| 6M | +7.9% | +8.0% | -0.1% | +6.4% |
| YTD | +35.2% | +25.6% | +9.5% | +29.2% |
| 1Y | +46.0% | +0.8% | +45.2% | +45.8% |
| All | +54.4% | +93.0% | -38.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling