+31.6%
FAST vs VTR
+22.5%
+9.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | +3.4% | +10.0% | -6.6% | +1.9% |
| 30D | +5.5% | +9.6% | -4.1% | +4.0% |
| 3M | +7.6% | -1.2% | +8.8% | +7.4% |
| 6M | +19.8% | +2.8% | +17.0% | +19.7% |
| YTD | +35.5% | +17.4% | +18.1% | +36.8% |
| 1Y | +31.6% | +22.0% | +9.6% | +35.6% |
| All | +31.6% | +22.5% | +9.2% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling