+93.4%
META vs RVTY
+73.0%
+20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.8% |
| 7D | -3.1% | -9.0% | +5.9% | -1.2% |
| 30D | -18.1% | -1.6% | -16.5% | -17.9% |
| 3M | +2.9% | +31.2% | -28.3% | -3.2% |
| 6M | +0.2% | +63.6% | -63.4% | -10.4% |
| YTD | -8.1% | +56.3% | -64.4% | -17.6% |
| 1Y | -4.5% | +63.3% | -67.9% | -15.3% |
| All | +93.4% | +73.0% | +20.4% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling