+2,083.8%
FAST vs EXPE
+769.8%
+1,313.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.2% | +2.5% |
| 7D | +0.7% | -3.6% | +4.3% | +1.1% |
| 30D | +4.6% | +4.8% | -0.1% | +2.9% |
| 3M | +6.4% | -14.6% | +21.0% | +9.0% |
| 6M | +20.6% | +10.0% | +10.6% | +16.0% |
| YTD | +34.7% | -3.3% | +37.9% | +31.6% |
| 1Y | +29.7% | +28.4% | +1.3% | +18.0% |
| 3Y | +89.9% | +145.1% | -55.2% | +42.7% |
| 5Y | +105.0% | +51.6% | +53.3% | +64.5% |
| 10Y | +594.2% | +128.8% | +465.3% | +349.2% |
| All | +2,083.8% | +769.8% | +1,313.9% | +548.2% |
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