+537.5%
FAST vs VTRS
-31.1%
+568.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +5.0% | +9.0% | -4.0% | +3.2% |
| 30D | +8.6% | +19.8% | -11.3% | +4.7% |
| 3M | +6.9% | +29.3% | -22.4% | +1.5% |
| 6M | +29.6% | +22.2% | +7.4% | +24.1% |
| YTD | +41.4% | +69.9% | -28.5% | +26.3% |
| 1Y | +38.5% | +94.4% | -55.9% | +20.4% |
| 3Y | +98.7% | +154.8% | -56.1% | +59.8% |
| 5Y | +108.0% | +80.8% | +27.3% | +75.1% |
| All | +537.5% | -31.1% | +568.6% | +495.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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