+79.1%
META vs ROIV
+369.5%
-290.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.5% |
| 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% | +1.8% |
| 6M | +0.2% | +29.3% | -29.1% | -3.3% |
| YTD | -8.1% | +68.8% | -76.9% | -14.1% |
| 1Y | -4.5% | +81.0% | -85.5% | -11.5% |
| 3Y | +94.2% | +294.6% | -200.4% | +63.5% |
| 5Y | +79.1% | +373.1% | -294.1% | +29.6% |
| All | +79.1% | +369.5% | -290.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling