+0.8%
FAST vs EXPE
+40.7%
-39.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.9% |
| 7D | -0.4% | -9.5% | +9.2% | +0.3% |
| 30D | -0.8% | -6.6% | +5.8% | -0.4% |
| 3M | +5.8% | +31.4% | -25.6% | +3.7% |
| 6M | +8.0% | +35.2% | -27.2% | +5.3% |
| YTD | +25.6% | +5.8% | +19.8% | +23.4% |
| 1Y | +0.8% | +38.7% | -37.9% | -0.9% |
| All | +0.8% | +40.7% | -39.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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