+451.6%
META vs EIX
+34.7%
+416.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.2% | -2.5% | +2.3% | +0.3% |
| 30D | -15.4% | +7.7% | -23.1% | -16.5% |
| 3M | +5.0% | -12.9% | +17.9% | +6.7% |
| 6M | +5.2% | -12.7% | +17.9% | +6.3% |
| YTD | -4.5% | +5.5% | -9.9% | -7.6% |
| 1Y | +0.6% | +9.4% | -8.8% | -3.4% |
| 3Y | +93.1% | +9.7% | +83.4% | +81.0% |
| 5Y | +93.7% | +16.9% | +76.8% | +77.7% |
| All | +451.6% | +34.7% | +416.9% | +351.8% |
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