+74,726.4%
FAST vs EXPD
+32,316.9%
+42,409.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.7% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +5.5% | +1.8% | +3.7% | +4.8% |
| 3M | +7.6% | +8.9% | -1.3% | +4.5% |
| 6M | +19.8% | +42.2% | -22.4% | +6.7% |
| YTD | +35.5% | +33.4% | +2.1% | +22.4% |
| 1Y | +31.6% | +47.2% | -15.6% | +15.2% |
| 3Y | +91.0% | +81.3% | +9.8% | +54.7% |
| 5Y | +105.1% | +60.2% | +44.9% | +71.3% |
| 10Y | +598.2% | +339.5% | +258.7% | +333.7% |
| All | +74,726.4% | +32,316.9% | +42,409.5% | +28,971.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling