+447.1%
META vs VTR
+132.2%
+314.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -18.2% | +6.9% | -25.1% | -19.5% |
| 3M | +7.8% | +1.3% | +6.5% | +7.3% |
| 6M | +3.6% | +2.5% | +1.1% | +2.5% |
| YTD | -5.3% | +18.0% | -23.3% | -9.5% |
| 1Y | +2.7% | +19.5% | -16.7% | -2.2% |
| 3Y | +91.5% | +130.2% | -38.7% | +52.3% |
| 5Y | +84.7% | +93.8% | -9.2% | +52.2% |
| All | +447.1% | +132.2% | +314.9% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling