+462.9%
META vs DE
+762.0%
-299.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -13.0% | +3.6% | -16.6% | -13.9% |
| 3M | +7.9% | +10.2% | -2.3% | +4.6% |
| 6M | +4.2% | +16.6% | -12.3% | -1.2% |
| YTD | -2.5% | +45.8% | -48.4% | -14.9% |
| 1Y | +5.6% | +43.9% | -38.3% | -7.6% |
| 3Y | +96.8% | +89.6% | +7.2% | +55.2% |
| 5Y | +90.0% | +100.3% | -10.3% | +42.5% |
| All | +462.9% | +762.0% | -299.1% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling