+404.3%
META vs EL
+56.3%
+348.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -0.8% | +0.8% | -1.5% | -1.1% |
| 30D | -15.4% | +16.5% | -31.9% | -19.9% |
| 3M | +3.5% | +29.2% | -25.7% | -6.3% |
| 6M | -0.3% | +27.9% | -28.2% | -9.9% |
| YTD | -7.3% | +6.2% | -13.5% | -12.8% |
| 1Y | -1.1% | +27.2% | -28.3% | -13.2% |
| 3Y | +95.1% | +3.2% | +91.8% | +66.7% |
| 5Y | +80.6% | -66.0% | +146.6% | +163.5% |
| All | +404.3% | +56.3% | +348.0% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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