+93.4%
META vs EIX
+11.1%
+82.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -18.1% | +14.1% | -32.2% | -18.5% |
| 3M | +2.9% | -9.4% | +12.3% | +3.1% |
| 6M | +0.2% | -9.1% | +9.3% | -0.1% |
| YTD | -8.1% | +7.1% | -15.2% | -10.0% |
| 1Y | -4.5% | +13.3% | -17.8% | -7.1% |
| All | +93.4% | +11.1% | +82.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling