+1,937.2%
FAST vs EXPE
+851.4%
+1,085.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.1% |
| 7D | -0.4% | -9.5% | +9.2% | +1.9% |
| 30D | -0.8% | -6.6% | +5.8% | +0.5% |
| 3M | +5.8% | +31.4% | -25.6% | -1.2% |
| 6M | +8.0% | +35.2% | -27.2% | -0.6% |
| YTD | +25.6% | +5.8% | +19.8% | +21.4% |
| 1Y | +0.8% | +38.7% | -37.9% | -9.3% |
| 3Y | +86.1% | +175.8% | -89.7% | +36.4% |
| 5Y | +100.2% | +111.8% | -11.6% | +48.4% |
| 10Y | +494.2% | +179.7% | +314.5% | +268.0% |
| All | +1,937.2% | +851.4% | +1,085.8% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling