+524.1%
FAST vs VTR
+87.8%
+436.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | -6.4% | -2.8% | -3.6% | -6.0% |
| 3M | +5.3% | +9.0% | -3.7% | +3.6% |
| 6M | +5.4% | +5.0% | +0.4% | +4.3% |
| YTD | +23.6% | +16.9% | +6.6% | +19.9% |
| 1Y | +4.1% | +34.3% | -30.2% | -1.5% |
| 3Y | +92.4% | +131.6% | -39.2% | +64.9% |
| 5Y | +106.1% | +88.0% | +18.1% | +81.1% |
| 10Y | +524.1% | +97.8% | +426.3% | +415.2% |
| All | +524.1% | +87.8% | +436.3% | +415.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling