+404.3%
META vs EAT
+378.4%
+25.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -0.8% | -2.6% | +1.9% | -0.4% |
| 30D | -15.4% | +11.5% | -26.9% | -17.3% |
| 3M | +3.5% | -9.1% | +12.6% | +4.4% |
| 6M | -0.3% | +40.4% | -40.7% | -7.6% |
| YTD | -7.3% | +43.9% | -51.3% | -15.2% |
| 1Y | -1.1% | +101.9% | -103.0% | -15.3% |
| 3Y | +95.1% | +489.9% | -394.8% | +33.3% |
| 5Y | +80.6% | +362.6% | -282.1% | +24.4% |
| All | +404.3% | +378.4% | +25.9% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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