+124.4%
META vs ROIV
+264.1%
-139.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.6% | +0.9% |
| 7D | +2.9% | +3.0% | -0.2% | +2.6% |
| 30D | -15.1% | +6.8% | -21.9% | -15.6% |
| 3M | +7.2% | +10.5% | -3.3% | +5.9% |
| 6M | +3.4% | +34.8% | -31.4% | -0.1% |
| YTD | -4.3% | +76.2% | -80.5% | -10.0% |
| 1Y | +0.8% | +92.4% | -91.6% | -6.2% |
| 3Y | +102.2% | +312.0% | -209.8% | +73.8% |
| 5Y | +89.4% | +388.3% | -298.9% | +44.5% |
| All | +124.4% | +264.1% | -139.7% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling