+533.3%
FAST vs EXPE
+123.5%
+409.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | +4.2% | -0.5% | +4.6% | +4.2% |
| 30D | +6.7% | -6.1% | +12.8% | +7.3% |
| 3M | +8.0% | -21.3% | +29.4% | +11.5% |
| 6M | +27.4% | +19.0% | +8.4% | +22.4% |
| YTD | +40.5% | -8.4% | +48.9% | +39.5% |
| 1Y | +38.4% | -2.8% | +41.2% | +35.8% |
| 3Y | +98.7% | +120.8% | -22.1% | +63.7% |
| 5Y | +106.7% | +46.2% | +60.5% | +76.5% |
| All | +533.3% | +123.5% | +409.8% | +336.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling