+34.8%
FAST vs EXPE
-0.5%
+35.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +3.8% | -13.3% | +17.2% | +4.7% |
| 30D | +8.1% | -5.5% | +13.6% | +8.3% |
| 3M | +5.8% | -16.5% | +22.3% | +6.9% |
| 6M | +24.9% | +13.1% | +11.8% | +22.7% |
| YTD | +38.9% | -8.0% | +46.9% | +37.9% |
| All | +34.8% | -0.5% | +35.3% | +32.0% |
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