+97.6%
META vs RVTY
-7.6%
+105.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +3.3% | -2.7% | +6.0% | +4.3% |
| 30D | -10.8% | +3.2% | -14.0% | -11.9% |
| 3M | +7.9% | +37.2% | -29.3% | -4.2% |
| 6M | +5.4% | +57.7% | -52.3% | -11.6% |
| YTD | -2.6% | +64.8% | -67.4% | -20.7% |
| 1Y | +1.9% | +72.8% | -71.0% | -18.9% |
| 3Y | +97.0% | +89.8% | +7.2% | +38.6% |
| 5Y | +97.6% | -8.4% | +106.1% | +104.6% |
| All | +97.6% | -7.6% | +105.3% | +104.6% |
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