+531.6%
FAST vs VTR
+88.8%
+442.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -4.7% | -3.7% | -1.0% | -4.2% |
| 3M | +7.9% | +13.5% | -5.6% | +5.4% |
| 6M | +7.4% | +7.2% | +0.2% | +5.9% |
| YTD | +25.1% | +17.6% | +7.5% | +21.3% |
| 1Y | +4.7% | +35.4% | -30.7% | -1.1% |
| 3Y | +94.7% | +132.8% | -38.1% | +66.7% |
| 5Y | +106.8% | +88.7% | +18.1% | +81.6% |
| All | +531.6% | +88.8% | +442.8% | +421.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling