+79.1%
META vs RVTY
-10.3%
+89.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.1% |
| 7D | -3.1% | -9.0% | +5.9% | 0.0% |
| 30D | -18.1% | -1.6% | -16.5% | -17.8% |
| 3M | +2.9% | +31.2% | -28.3% | -7.2% |
| 6M | +0.2% | +63.6% | -63.4% | -17.2% |
| YTD | -8.1% | +56.3% | -64.4% | -23.8% |
| 1Y | -4.5% | +63.3% | -67.9% | -22.4% |
| 3Y | +94.2% | +72.4% | +21.7% | +42.8% |
| 5Y | +79.1% | -9.6% | +88.7% | +89.7% |
| All | +79.1% | -10.3% | +89.3% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling