+1,527.5%
META vs ED
+210.5%
+1,317.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | -1.6% | +3.9% | -5.6% | -2.0% |
| 6M | -7.5% | -3.0% | -4.4% | -7.3% |
| YTD | -6.4% | +10.7% | -17.1% | -7.6% |
| 1Y | -17.3% | +13.3% | -30.7% | -18.7% |
| 3Y | +109.9% | +34.5% | +75.4% | +98.0% |
| 5Y | +65.4% | +67.1% | -1.8% | +48.7% |
| 10Y | +391.8% | +103.0% | +288.8% | +320.1% |
| All | +1,527.5% | +210.5% | +1,317.0% | +806.3% |
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 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