+1,497.9%
META vs EIX
+141.3%
+1,356.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.1% | +2.5% | -5.6% | -3.5% |
| 30D | -18.1% | +14.1% | -32.2% | -20.1% |
| 3M | +2.9% | -9.4% | +12.3% | +3.7% |
| 6M | +0.2% | -9.1% | +9.3% | +0.5% |
| YTD | -8.1% | +7.1% | -15.2% | -11.2% |
| 1Y | -4.5% | +13.3% | -17.8% | -8.9% |
| 3Y | +94.2% | +10.9% | +83.3% | +82.1% |
| 5Y | +79.1% | +21.0% | +58.1% | +63.6% |
| 10Y | +405.9% | +33.6% | +372.3% | +333.4% |
| All | +1,497.9% | +141.3% | +1,356.6% | +1,134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling