+107.3%
META vs RVMD
+502.3%
-395.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +6.7% | +1.0% | +5.7% | +6.6% |
| 30D | +4.8% | +6.4% | -1.7% | +4.3% |
| 3M | -1.6% | +34.9% | -36.5% | -3.6% |
| 6M | -7.5% | +107.6% | -115.0% | -12.4% |
| YTD | -6.4% | +163.7% | -170.1% | -13.4% |
| 1Y | -17.3% | +439.2% | -456.5% | -28.5% |
| All | +107.3% | +502.3% | -395.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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