+499.9%
FAST vs EXPD
+315.7%
+184.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -0.4% | -1.1% | +0.8% | +0.2% |
| 30D | -0.8% | +4.1% | -4.9% | -2.9% |
| 3M | +5.8% | +17.9% | -12.2% | -3.3% |
| 6M | +8.0% | +29.2% | -21.2% | -6.6% |
| YTD | +25.6% | +27.4% | -1.7% | +8.4% |
| 1Y | +0.8% | +56.8% | -56.0% | -23.2% |
| 3Y | +86.1% | +68.0% | +18.1% | +32.1% |
| 5Y | +100.2% | +61.9% | +38.3% | +41.8% |
| All | +499.9% | +315.7% | +184.2% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling