+117.4%
META vs ROIV
+270.3%
-152.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.3% |
| 7D | -0.8% | +5.3% | -6.1% | -1.2% |
| 30D | -15.4% | +11.9% | -27.3% | -16.3% |
| 3M | +3.5% | +10.7% | -7.2% | +2.2% |
| 6M | -0.3% | +34.9% | -35.2% | -3.6% |
| YTD | -7.3% | +79.2% | -86.5% | -13.0% |
| 1Y | -1.1% | +89.0% | -90.1% | -7.7% |
| 3Y | +95.1% | +337.3% | -242.3% | +66.9% |
| 5Y | +80.6% | +402.3% | -321.8% | +37.7% |
| All | +117.4% | +270.3% | -152.9% | +78.1% |
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