+93.4%
META vs EL
+1.5%
+91.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -18.1% | +15.3% | -33.4% | -20.2% |
| 3M | +2.9% | +24.2% | -21.4% | -1.5% |
| 6M | +0.2% | +30.9% | -30.7% | -5.1% |
| YTD | -8.1% | +3.9% | -12.0% | -10.9% |
| 1Y | -4.5% | +19.9% | -24.4% | -10.0% |
| All | +93.4% | +1.5% | +91.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling