+69,298.0%
FAST vs VTRS
+567.8%
+68,730.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | +3.3% | -3.7% | -1.0% |
| 30D | -0.8% | -3.6% | +2.9% | -0.2% |
| 3M | +5.8% | +7.0% | -1.2% | +4.1% |
| 6M | +8.0% | +17.5% | -9.5% | +4.0% |
| YTD | +25.6% | +38.8% | -13.1% | +16.7% |
| 1Y | +0.8% | +69.2% | -68.4% | -10.4% |
| 3Y | +86.1% | +77.5% | +8.7% | +60.7% |
| 5Y | +100.2% | +39.9% | +60.3% | +77.6% |
| 10Y | +494.2% | -47.1% | +541.3% | +501.8% |
| All | +69,298.0% | +567.8% | +68,730.2% | +36,474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling