+4,459.5%
XOM vs FAST
+79,882.9%
-75,423.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -1.5% | +4.3% | -5.8% | -2.3% |
| 30D | -3.2% | +8.3% | -11.5% | -4.7% |
| 3M | +5.0% | +6.5% | -1.5% | +3.6% |
| 6M | +12.9% | +29.5% | -16.6% | +6.9% |
| YTD | +41.3% | +41.3% | +0.1% | +31.1% |
| 1Y | +43.2% | +37.4% | +5.8% | +33.5% |
| 3Y | +77.3% | +98.5% | -21.2% | +52.3% |
| 5Y | +204.8% | +111.1% | +93.7% | +155.8% |
| 10Y | +197.1% | +548.6% | -351.5% | +98.7% |
| All | +4,459.5% | +79,882.9% | -75,423.4% | +1,802.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling