+425.7%
META vs EIX
+30.9%
+394.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.9% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | -10.8% | +8.8% | -19.5% | -12.1% |
| 3M | +8.4% | -10.9% | +19.3% | +9.6% |
| 6M | +5.4% | -10.3% | +15.7% | +5.9% |
| YTD | -2.6% | +5.8% | -8.4% | -5.8% |
| 1Y | +3.5% | +11.4% | -7.9% | -1.0% |
| 3Y | +102.0% | +11.1% | +90.9% | +88.8% |
| 5Y | +93.1% | +18.5% | +74.6% | +76.6% |
| 10Y | +425.7% | +32.2% | +393.4% | +331.3% |
| All | +425.7% | +30.9% | +394.7% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling