+5,843.9%
FAST vs VTR
+1,499.7%
+4,344.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.2% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | -0.8% | -2.4% | +1.7% | -0.3% |
| 3M | +5.8% | +14.8% | -9.0% | +2.4% |
| 6M | +8.0% | +5.3% | +2.6% | +6.4% |
| YTD | +25.6% | +18.1% | +7.5% | +20.6% |
| 1Y | +0.8% | +36.7% | -35.9% | -6.4% |
| 3Y | +86.1% | +130.1% | -44.0% | +52.6% |
| 5Y | +100.2% | +89.5% | +10.7% | +69.7% |
| 10Y | +494.2% | +87.4% | +406.8% | +362.7% |
| All | +5,843.9% | +1,499.7% | +4,344.2% | +2,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling