+447.1%
META vs VTRS
-31.1%
+478.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.4% |
| 7D | +3.1% | +9.0% | -5.9% | +1.1% |
| 30D | -18.2% | +19.8% | -38.0% | -21.6% |
| 3M | +7.8% | +29.3% | -21.5% | +1.5% |
| 6M | +3.6% | +22.2% | -18.6% | -1.5% |
| YTD | -5.3% | +69.9% | -75.2% | -16.9% |
| 1Y | +2.7% | +94.4% | -91.6% | -12.6% |
| 3Y | +91.5% | +154.8% | -63.4% | +48.2% |
| 5Y | +84.7% | +80.8% | +3.9% | +51.5% |
| All | +447.1% | -31.1% | +478.2% | +400.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling