+379.6%
META vs RVTY
+150.6%
+229.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.2% |
| 30D | +4.8% | +13.2% | -8.5% | -0.8% |
| 3M | -1.6% | +27.2% | -28.9% | -11.9% |
| 6M | -7.5% | +32.4% | -39.9% | -19.3% |
| YTD | -6.4% | +34.9% | -41.3% | -19.7% |
| 1Y | -17.3% | +52.4% | -69.7% | -33.4% |
| 3Y | +109.9% | +12.3% | +97.6% | +84.2% |
| 5Y | +65.4% | -30.8% | +96.2% | +85.6% |
| All | +379.6% | +150.6% | +229.0% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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