+86.4%
META vs RVTY
-15.1%
+101.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.5% |
| 7D | +5.2% | -0.5% | +5.6% | +5.4% |
| 30D | -13.0% | +1.5% | -14.5% | -13.7% |
| 3M | +7.9% | +31.5% | -23.5% | -2.7% |
| 6M | +4.2% | +62.7% | -58.4% | -13.5% |
| YTD | -2.5% | +60.0% | -62.5% | -19.8% |
| 1Y | +5.6% | +65.7% | -60.1% | -14.6% |
| 3Y | +96.8% | +85.2% | +11.6% | +39.7% |
| All | +86.4% | -15.1% | +101.5% | +95.2% |
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 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