+425.7%
META vs VTR
+119.4%
+306.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +5.7% | +3.2% | +2.5% | +5.0% |
| 30D | -10.8% | +9.1% | -19.8% | -12.6% |
| 3M | +8.4% | -3.6% | +12.0% | +9.1% |
| 6M | +5.4% | +3.8% | +1.6% | +4.0% |
| YTD | -2.6% | +17.8% | -20.4% | -6.9% |
| 1Y | +3.5% | +20.5% | -17.0% | -1.6% |
| 3Y | +102.0% | +132.4% | -30.4% | +60.5% |
| 5Y | +93.1% | +99.9% | -6.8% | +58.3% |
| 10Y | +425.7% | +124.3% | +301.4% | +290.8% |
| All | +425.7% | +119.4% | +306.2% | +290.8% |
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 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