+100.0%
FAST vs VTRS
+156.8%
-56.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +5.0% | +9.0% | -4.0% | +3.6% |
| 30D | +8.6% | +19.8% | -11.3% | +5.5% |
| 3M | +6.9% | +29.3% | -22.4% | +2.6% |
| 6M | +29.6% | +22.2% | +7.4% | +25.2% |
| YTD | +41.4% | +69.9% | -28.5% | +28.7% |
| 1Y | +38.5% | +94.4% | -55.9% | +23.3% |
| All | +100.0% | +156.8% | -56.8% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling