+128.5%
META vs ROIV
+287.3%
-158.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.7% |
| 7D | +5.7% | +13.3% | -7.6% | +4.6% |
| 30D | -10.8% | +14.8% | -25.5% | -11.8% |
| 3M | +8.4% | +11.9% | -3.5% | +7.0% |
| 6M | +5.4% | +42.4% | -37.0% | +1.4% |
| YTD | -2.6% | +87.4% | -90.0% | -8.9% |
| 1Y | +3.5% | +97.2% | -93.7% | -3.8% |
| 3Y | +102.0% | +375.7% | -273.7% | +71.7% |
| 5Y | +93.1% | +379.0% | -286.0% | +45.8% |
| All | +128.5% | +287.3% | -158.9% | +86.5% |
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