+81.9%
META vs ED
+80.7%
+1.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.4% |
| 7D | -0.8% | +1.6% | -2.4% | -0.5% |
| 30D | -15.4% | +13.3% | -28.7% | -13.6% |
| 3M | +3.5% | +9.7% | -6.2% | +5.3% |
| 6M | -0.3% | +12.8% | -13.1% | +1.9% |
| YTD | -7.3% | +22.3% | -29.6% | -4.4% |
| 1Y | -1.1% | +26.3% | -27.4% | +2.4% |
| 3Y | +95.1% | +45.0% | +50.0% | +96.7% |
| All | +81.9% | +80.7% | +1.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling