+62.8%
META vs EEM
+45.0%
+17.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.6% |
| 7D | +6.7% | +2.3% | +4.4% | +4.6% |
| 30D | +4.8% | +4.5% | +0.2% | +0.6% |
| 3M | -1.6% | -0.1% | -1.6% | -3.0% |
| 6M | -7.5% | +16.9% | -24.4% | -23.1% |
| YTD | -6.4% | +26.2% | -32.6% | -28.9% |
| 1Y | -17.3% | +40.5% | -57.9% | -44.2% |
| 3Y | +109.9% | +86.2% | +23.7% | +1.0% |
| All | +62.8% | +45.0% | +17.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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