+107.3%
META vs EIX
-3.3%
+110.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +6.7% | -19.1% | +25.8% | +7.7% |
| 30D | +4.8% | -16.9% | +21.7% | +5.5% |
| 3M | -1.6% | -20.0% | +18.4% | -1.0% |
| 6M | -7.5% | -21.3% | +13.9% | -6.8% |
| YTD | -6.4% | -1.7% | -4.7% | -7.9% |
| 1Y | -17.3% | +9.6% | -26.9% | -19.8% |
| All | +107.3% | -3.3% | +110.6% | +93.5% |
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