+31.6%
FAST vs EXPD
+53.8%
-22.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +5.5% | +1.8% | +3.7% | +5.0% |
| 3M | +7.6% | +8.9% | -1.3% | +5.5% |
| 6M | +19.8% | +42.2% | -22.4% | +11.2% |
| YTD | +35.5% | +33.4% | +2.1% | +26.3% |
| 1Y | +31.6% | +47.2% | -15.6% | +18.6% |
| All | +31.6% | +53.8% | -22.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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