+404.3%
META vs EIX
+29.5%
+374.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -15.4% | +9.1% | -24.5% | -16.8% |
| 3M | +3.5% | -10.2% | +13.8% | +4.5% |
| 6M | -0.3% | -11.2% | +11.0% | +0.4% |
| YTD | -7.3% | +4.5% | -11.8% | -10.2% |
| 1Y | -1.1% | +10.9% | -12.0% | -5.4% |
| 3Y | +95.1% | +8.4% | +86.6% | +83.2% |
| 5Y | +80.6% | +18.0% | +62.6% | +65.2% |
| All | +404.3% | +29.5% | +374.8% | +320.3% |
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