-1.1%
META vs ED
+26.3%
-27.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.4% |
| 7D | -0.8% | +1.6% | -2.4% | +0.1% |
| 30D | -15.4% | +13.3% | -28.7% | -9.9% |
| 3M | +3.5% | +9.7% | -6.2% | +8.7% |
| 6M | -0.3% | +12.8% | -13.1% | +6.7% |
| YTD | -7.3% | +22.3% | -29.6% | +1.6% |
| 1Y | -1.1% | +26.3% | -27.4% | +9.4% |
| All | -1.1% | +26.3% | -27.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling