+93.1%
META vs EL
-65.0%
+158.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.3% |
| 7D | +5.7% | +8.0% | -2.3% | +3.4% |
| 30D | -10.8% | +15.4% | -26.2% | -14.5% |
| 3M | +8.4% | +28.5% | -20.1% | -0.1% |
| 6M | +5.4% | +32.2% | -26.8% | -4.2% |
| YTD | -2.6% | +9.2% | -11.8% | -8.2% |
| 1Y | +3.5% | +30.8% | -27.3% | -8.3% |
| 3Y | +102.0% | +3.7% | +98.3% | +73.4% |
| 5Y | +93.1% | -64.8% | +157.9% | +230.3% |
| All | +93.1% | -65.0% | +158.1% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling