+537.5%
FAST vs VTR
+132.2%
+405.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | +8.6% | +6.9% | +1.6% | +7.2% |
| 3M | +6.9% | +1.3% | +5.6% | +6.6% |
| 6M | +29.6% | +2.5% | +27.1% | +28.7% |
| YTD | +41.4% | +18.0% | +23.4% | +36.9% |
| 1Y | +38.5% | +19.5% | +19.1% | +33.7% |
| 3Y | +98.7% | +130.2% | -31.5% | +70.1% |
| 5Y | +108.0% | +93.8% | +14.2% | +81.6% |
| All | +537.5% | +132.2% | +405.3% | +412.8% |
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