+93.1%
META vs EIX
+19.1%
+74.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.8% |
| 3M | +8.4% | -10.9% | +19.3% | +9.4% |
| 6M | +5.4% | -10.3% | +15.7% | +5.5% |
| YTD | -2.6% | +5.8% | -8.4% | -6.1% |
| 1Y | +3.5% | +11.4% | -7.9% | -1.5% |
| 3Y | +102.0% | +11.1% | +90.9% | +83.8% |
| 5Y | +93.1% | +18.5% | +74.6% | +67.3% |
| All | +93.1% | +19.1% | +74.0% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling