+115.6%
META vs ROIV
+248.8%
-133.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -18.1% | +3.1% | -21.2% | -18.4% |
| 3M | +2.9% | +5.8% | -3.0% | +2.0% |
| 6M | +0.2% | +29.3% | -29.1% | -2.8% |
| YTD | -8.1% | +68.8% | -76.9% | -13.3% |
| 1Y | -4.5% | +81.0% | -85.5% | -10.6% |
| 3Y | +94.2% | +294.6% | -200.4% | +67.5% |
| 5Y | +79.1% | +373.1% | -294.1% | +37.2% |
| All | +115.6% | +248.8% | -133.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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