+1,497.9%
META vs ED
+251.5%
+1,246.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.0% |
| 7D | -3.1% | +5.2% | -8.3% | -3.5% |
| 30D | -18.1% | +15.5% | -33.6% | -19.0% |
| 3M | +2.9% | +13.0% | -10.2% | +1.8% |
| 6M | +0.2% | +13.1% | -12.9% | -0.9% |
| YTD | -8.1% | +25.3% | -33.4% | -10.2% |
| 1Y | -4.5% | +30.5% | -35.1% | -7.1% |
| 3Y | +94.2% | +49.3% | +44.8% | +82.1% |
| 5Y | +79.1% | +84.6% | -5.5% | +60.3% |
| 10Y | +405.9% | +135.4% | +270.5% | +326.0% |
| All | +1,497.9% | +251.5% | +1,246.4% | +781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling