+1,497.9%
META vs EL
+134.3%
+1,363.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -2.6% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -18.1% | +15.3% | -33.4% | -22.2% |
| 3M | +2.9% | +24.2% | -21.4% | -5.7% |
| 6M | +0.2% | +30.9% | -30.7% | -10.2% |
| YTD | -8.1% | +3.9% | -12.0% | -12.9% |
| 1Y | -4.5% | +19.9% | -24.4% | -14.4% |
| 3Y | +94.2% | +2.5% | +91.7% | +67.0% |
| 5Y | +79.1% | -66.7% | +145.8% | +153.7% |
| 10Y | +405.9% | +54.9% | +351.0% | +285.8% |
| All | +1,497.9% | +134.3% | +1,363.6% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling