+110.2%
FAST vs EXPE
+38.0%
+72.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +4.8% | -11.2% | +16.0% | +6.2% |
| 30D | +8.6% | -7.5% | +16.1% | +9.3% |
| 3M | +5.7% | -19.1% | +24.8% | +8.1% |
| 6M | +25.5% | +10.7% | +14.7% | +22.4% |
| YTD | +39.6% | -9.9% | +49.5% | +39.1% |
| 1Y | +35.5% | -4.6% | +40.1% | +33.6% |
| 3Y | +96.2% | +116.8% | -20.6% | +65.2% |
| 5Y | +110.2% | +38.6% | +71.6% | +81.1% |
| All | +110.2% | +38.0% | +72.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling