+62.8%
META vs VTR
+86.5%
-23.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +6.7% | -1.7% | +8.4% | +7.2% |
| 30D | +4.8% | -2.4% | +7.2% | +5.4% |
| 3M | -1.6% | +14.8% | -16.4% | -6.4% |
| 6M | -7.5% | +5.3% | -12.8% | -9.5% |
| YTD | -6.4% | +18.1% | -24.5% | -12.1% |
| 1Y | -17.3% | +36.7% | -54.1% | -26.8% |
| 3Y | +109.9% | +130.1% | -20.2% | +42.2% |
| All | +62.8% | +86.5% | -23.7% | +13.4% |
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