+4.4%
FAST vs VTR
+35.8%
-31.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -0.4% | -1.8% | +1.4% | -0.2% |
| 30D | -6.4% | +4.0% | -10.4% | -7.0% |
| 3M | +7.1% | +7.8% | -0.8% | +5.9% |
| 6M | +7.0% | +6.4% | +0.6% | +6.2% |
| YTD | +24.1% | +18.3% | +5.8% | +21.9% |
| 1Y | +4.4% | +33.9% | -29.6% | -1.7% |
| All | +4.4% | +35.8% | -31.4% | -1.7% |
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