+1,527.5%
META vs EEM
+148.6%
+1,378.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.3% |
| 7D | +6.7% | +2.3% | +4.4% | +4.9% |
| 30D | +4.8% | +4.5% | +0.2% | +1.3% |
| 3M | -1.6% | -0.1% | -1.6% | -2.8% |
| 6M | -7.5% | +16.9% | -24.4% | -19.4% |
| YTD | -6.4% | +26.2% | -32.6% | -23.5% |
| 1Y | -17.3% | +40.5% | -57.9% | -37.8% |
| 3Y | +109.9% | +86.2% | +23.7% | +26.8% |
| 5Y | +65.4% | +45.5% | +19.9% | +20.8% |
| 10Y | +391.8% | +128.6% | +263.2% | +172.9% |
| All | +1,527.5% | +148.6% | +1,378.8% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling