+404.3%
META vs RVTY
+206.3%
+198.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -15.4% | +1.0% | -16.4% | -16.0% |
| 3M | +3.5% | +35.8% | -32.3% | -9.8% |
| 6M | -0.3% | +56.7% | -57.0% | -18.9% |
| YTD | -7.3% | +60.7% | -68.0% | -26.7% |
| 1Y | -1.1% | +73.7% | -74.8% | -24.8% |
| 3Y | +95.1% | +82.8% | +12.3% | +34.8% |
| 5Y | +80.6% | -7.0% | +87.6% | +75.9% |
| All | +404.3% | +206.3% | +198.0% | +158.2% |
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