+1,497.9%
META vs EAT
+773.7%
+724.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.4% | -3.3% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -18.1% | +11.7% | -29.8% | -19.9% |
| 3M | +2.9% | -5.9% | +8.7% | +3.2% |
| 6M | +0.2% | +46.7% | -46.5% | -7.9% |
| YTD | -8.1% | +48.2% | -56.3% | -16.4% |
| 1Y | -4.5% | +105.4% | -110.0% | -18.5% |
| 3Y | +94.2% | +502.8% | -408.6% | +32.0% |
| 5Y | +79.1% | +376.3% | -297.2% | +22.8% |
| 10Y | +405.9% | +400.0% | +5.9% | +202.8% |
| All | +1,497.9% | +773.7% | +724.2% | +895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling