+1,497.9%
META vs RVTY
+516.2%
+981.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -1.7% |
| 7D | -3.1% | -9.0% | +5.9% | +0.7% |
| 30D | -18.1% | -1.6% | -16.5% | -17.8% |
| 3M | +2.9% | +31.2% | -28.3% | -9.3% |
| 6M | +0.2% | +63.6% | -63.4% | -20.4% |
| YTD | -8.1% | +56.3% | -64.4% | -26.7% |
| 1Y | -4.5% | +63.3% | -67.9% | -25.6% |
| 3Y | +94.2% | +72.4% | +21.7% | +38.2% |
| 5Y | +79.1% | -9.6% | +88.7% | +74.3% |
| 10Y | +405.9% | +203.7% | +202.2% | +156.8% |
| All | +1,497.9% | +516.2% | +981.7% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling