+4,261.5%
XOM vs FAST
+71,032.6%
-66,771.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +5.6% | +5.8% | -0.2% | +4.2% |
| 6M | +7.9% | +8.0% | -0.1% | +5.6% |
| YTD | +35.2% | +25.6% | +9.5% | +28.4% |
| 1Y | +46.0% | +0.8% | +45.2% | +44.6% |
| 3Y | +55.0% | +86.1% | -31.1% | +34.8% |
| 5Y | +246.3% | +100.2% | +146.1% | +193.8% |
| 10Y | +181.0% | +494.2% | -313.2% | +91.2% |
| All | +4,261.5% | +71,032.6% | -66,771.0% | +1,763.7% |
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