+547.9%
FAST vs VTR
+119.4%
+428.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.8% |
| 7D | +3.8% | +3.2% | +0.6% | +3.3% |
| 30D | +8.1% | +9.1% | -1.0% | +6.4% |
| 3M | +5.8% | -3.6% | +9.4% | +6.4% |
| 6M | +24.9% | +3.8% | +21.1% | +23.7% |
| YTD | +38.9% | +17.8% | +21.1% | +34.5% |
| 1Y | +36.5% | +20.5% | +15.9% | +31.6% |
| 3Y | +98.1% | +132.4% | -34.3% | +69.5% |
| 5Y | +109.3% | +99.9% | +9.4% | +82.1% |
| 10Y | +547.9% | +124.3% | +423.6% | +427.2% |
| All | +547.9% | +119.4% | +428.5% | +427.2% |
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 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