+90.1%
FAST vs EXPD
+68.7%
+21.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | -0.8% | +4.1% | -4.9% | -1.9% |
| 3M | +5.8% | +17.9% | -12.2% | +0.7% |
| 6M | +8.0% | +29.2% | -21.2% | -0.1% |
| YTD | +25.6% | +27.4% | -1.7% | +16.3% |
| 1Y | +0.8% | +56.8% | -56.0% | -13.2% |
| All | +90.1% | +68.7% | +21.4% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling