+436.0%
META vs ED
+136.7%
+299.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +3.3% | +2.1% | +1.2% | +3.2% |
| 30D | -10.8% | +12.4% | -23.2% | -11.3% |
| 3M | +7.9% | +13.1% | -5.2% | +7.2% |
| 6M | +5.4% | +14.1% | -8.7% | +4.6% |
| YTD | -2.6% | +23.1% | -25.6% | -4.1% |
| 1Y | +1.9% | +25.4% | -23.6% | +0.1% |
| 3Y | +97.0% | +47.9% | +49.1% | +86.1% |
| 5Y | +97.6% | +81.9% | +15.8% | +78.4% |
| 10Y | +436.0% | +141.3% | +294.8% | +356.5% |
| All | +436.0% | +136.7% | +299.3% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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