+81.9%
META vs EEM
+30.1%
+51.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -0.8% | -2.8% | +2.0% | +1.6% |
| 30D | -15.4% | -11.9% | -3.5% | -5.6% |
| 3M | +3.5% | -8.8% | +12.3% | +11.8% |
| 6M | -0.3% | -11.6% | +11.4% | +8.2% |
| YTD | -7.3% | +9.0% | -16.3% | -20.4% |
| 1Y | -1.1% | +10.6% | -11.7% | -16.4% |
| 3Y | +95.1% | +64.4% | +30.7% | +2.2% |
| All | +81.9% | +30.1% | +51.8% | +29.6% |
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