+95.1%
META vs ROIV
+314.9%
-219.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.2% |
| 7D | -0.8% | +5.3% | -6.1% | -1.3% |
| 30D | -15.4% | +11.9% | -27.3% | -16.5% |
| 3M | +3.5% | +10.7% | -7.2% | +1.8% |
| 6M | -0.3% | +34.9% | -35.2% | -5.5% |
| YTD | -7.3% | +79.2% | -86.5% | -16.5% |
| 1Y | -1.1% | +89.0% | -90.1% | -12.1% |
| 3Y | +95.1% | +337.3% | -242.3% | +41.9% |
| All | +95.1% | +314.9% | -219.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling