+405.1%
META vs VTRS
-48.8%
+453.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +5.5% | -3.3% | +8.8% | +6.3% |
| 30D | +7.6% | +1.4% | +6.2% | +7.2% |
| 3M | +13.0% | +4.6% | +8.3% | +11.4% |
| 6M | -1.3% | +18.1% | -19.4% | -5.4% |
| YTD | -2.2% | +34.7% | -36.9% | -9.4% |
| 1Y | -14.0% | +65.6% | -79.7% | -24.3% |
| 3Y | +118.2% | +83.8% | +34.4% | +82.5% |
| 5Y | +71.7% | +46.5% | +25.2% | +48.0% |
| All | +405.1% | -48.8% | +453.9% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling