+108.3%
META vs VTR
+132.6%
-24.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +6.7% | -1.7% | +8.4% | +6.7% |
| 30D | +4.8% | -2.4% | +7.2% | +4.8% |
| 3M | -1.6% | +14.8% | -16.4% | -1.8% |
| 6M | -7.5% | +5.3% | -12.8% | -7.3% |
| YTD | -6.4% | +18.1% | -24.5% | -6.4% |
| 1Y | -17.3% | +36.7% | -54.1% | -17.9% |
| All | +108.3% | +132.6% | -24.2% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling