+32.8%
FAST vs EXPD
+35.2%
-2.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | +2.1% | -7.2% | +9.2% | +3.4% |
| 30D | +6.9% | -3.3% | +10.2% | +7.3% |
| 3M | +4.8% | +3.4% | +1.5% | +3.8% |
| 6M | +19.8% | +22.7% | -2.9% | +14.7% |
| YTD | +34.9% | +24.5% | +10.4% | +28.0% |
| 1Y | +32.8% | +38.6% | -5.9% | +22.6% |
| All | +32.8% | +35.2% | -2.4% | +22.6% |
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