+107.2%
FAST vs VTR
+86.5%
+20.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.3% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -0.8% | -2.4% | +1.7% | -0.2% |
| 3M | +5.8% | +14.8% | -9.0% | +1.4% |
| 6M | +8.0% | +5.3% | +2.6% | +6.0% |
| YTD | +25.6% | +18.1% | +7.5% | +19.1% |
| 1Y | +0.8% | +36.7% | -35.9% | -8.7% |
| 3Y | +86.1% | +130.1% | -44.0% | +41.4% |
| All | +107.2% | +86.5% | +20.7% | +59.1% |
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