+447.1%
META vs RVTY
+216.9%
+230.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.1% | +4.1% | -1.0% | +1.4% |
| 30D | -18.2% | +1.3% | -19.5% | -18.9% |
| 3M | +7.8% | +33.3% | -25.4% | -5.2% |
| 6M | +3.6% | +58.3% | -54.7% | -16.1% |
| YTD | -5.3% | +62.7% | -68.0% | -25.5% |
| 1Y | +2.7% | +67.2% | -64.5% | -20.4% |
| 3Y | +91.5% | +87.3% | +4.2% | +30.8% |
| 5Y | +84.7% | -13.4% | +98.1% | +87.3% |
| All | +447.1% | +216.9% | +230.2% | +172.5% |
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