+1,511.3%
META vs VTR
+151.6%
+1,359.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.8% | +4.7% | -5.4% | -1.8% |
| 30D | -15.4% | +10.9% | -26.3% | -17.4% |
| 3M | +3.5% | -3.2% | +6.7% | +4.0% |
| 6M | -0.3% | +3.7% | -4.0% | -1.5% |
| YTD | -7.3% | +16.8% | -24.1% | -11.1% |
| 1Y | -1.1% | +21.3% | -22.4% | -5.9% |
| 3Y | +95.1% | +119.0% | -24.0% | +59.1% |
| 5Y | +80.6% | +94.0% | -13.4% | +50.7% |
| 10Y | +410.1% | +112.3% | +297.9% | +282.8% |
| All | +1,511.3% | +151.6% | +1,359.6% | +927.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling