+462.9%
META vs RVTY
+211.6%
+251.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.6% |
| 7D | +5.2% | -0.5% | +5.6% | +5.4% |
| 30D | -13.0% | +1.5% | -14.5% | -13.8% |
| 3M | +7.9% | +31.5% | -23.5% | -4.6% |
| 6M | +4.2% | +62.7% | -58.4% | -16.5% |
| YTD | -2.5% | +60.0% | -62.5% | -22.8% |
| 1Y | +5.6% | +65.7% | -60.1% | -17.9% |
| 3Y | +96.8% | +85.2% | +11.6% | +34.9% |
| 5Y | +90.0% | -14.9% | +104.9% | +94.0% |
| All | +462.9% | +211.6% | +251.4% | +182.3% |
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