+105.3%
FAST vs VTR
+95.0%
+10.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | +4.7% | -2.6% | +0.7% |
| 30D | +6.9% | +10.9% | -4.0% | +3.6% |
| 3M | +4.8% | -3.2% | +8.1% | +5.6% |
| 6M | +19.8% | +3.7% | +16.1% | +18.0% |
| YTD | +34.9% | +16.8% | +18.1% | +27.8% |
| 1Y | +32.8% | +21.3% | +11.4% | +24.2% |
| 3Y | +93.7% | +119.0% | -25.3% | +47.4% |
| All | +105.3% | +95.0% | +10.3% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling