+92.1%
FAST vs VTRS
+84.4%
+7.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | -3.5% | +5.2% | +2.3% |
| 30D | -6.4% | +2.1% | -8.6% | -6.8% |
| 3M | +5.3% | +2.6% | +2.7% | +4.7% |
| 6M | +5.4% | +17.8% | -12.4% | +2.2% |
| YTD | +23.6% | +35.7% | -12.1% | +16.9% |
| 1Y | +4.1% | +63.5% | -59.4% | -4.4% |
| All | +92.1% | +84.4% | +7.7% | +68.9% |
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