+412.4%
META vs VTRS
-48.4%
+460.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.7% |
| 7D | +10.3% | -3.5% | +13.7% | +11.1% |
| 30D | +9.9% | +2.1% | +7.8% | +9.3% |
| 3M | +11.9% | +2.6% | +9.3% | +10.9% |
| 6M | +1.2% | +17.8% | -16.6% | -3.0% |
| YTD | -0.8% | +35.7% | -36.4% | -8.2% |
| 1Y | -14.3% | +63.5% | -77.8% | -24.3% |
| 3Y | +121.4% | +85.1% | +36.2% | +84.9% |
| 5Y | +74.5% | +42.5% | +32.0% | +51.1% |
| All | +412.4% | -48.4% | +460.8% | +396.5% |
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