+81.9%
META vs VTR
+95.0%
-13.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.8% | +4.7% | -5.4% | -2.2% |
| 30D | -15.4% | +10.9% | -26.3% | -18.2% |
| 3M | +3.5% | -3.2% | +6.7% | +4.3% |
| 6M | -0.3% | +3.7% | -4.0% | -2.1% |
| YTD | -7.3% | +16.8% | -24.1% | -13.0% |
| 1Y | -1.1% | +21.3% | -22.4% | -8.4% |
| 3Y | +95.1% | +119.0% | -24.0% | +33.5% |
| All | +81.9% | +95.0% | -13.1% | +27.9% |
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