+98.7%
FAST vs VTR
+130.0%
-31.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | +6.7% | +5.5% | +1.2% | +5.5% |
| 3M | +8.0% | -0.9% | +9.0% | +8.1% |
| 6M | +27.4% | -0.4% | +27.8% | +27.3% |
| YTD | +40.5% | +17.0% | +23.5% | +35.4% |
| 1Y | +38.4% | +18.0% | +20.4% | +33.1% |
| 3Y | +98.7% | +127.4% | -28.7% | +70.2% |
| All | +98.7% | +130.0% | -31.3% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling