+1,527.5%
META vs EL
+126.0%
+1,401.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | 0.0% |
| 7D | +6.7% | +0.8% | +5.9% | +6.4% |
| 30D | +4.8% | +19.8% | -15.1% | -2.2% |
| 3M | -1.6% | +25.7% | -27.3% | -9.8% |
| 6M | -7.5% | +5.4% | -12.9% | -10.7% |
| YTD | -6.4% | +0.2% | -6.6% | -9.7% |
| 1Y | -17.3% | +20.4% | -37.8% | -26.1% |
| 3Y | +109.9% | -32.1% | +142.1% | +115.0% |
| 5Y | +65.4% | -67.2% | +132.5% | +135.5% |
| 10Y | +391.8% | +31.7% | +360.1% | +298.1% |
| All | +1,527.5% | +126.0% | +1,401.4% | +1,109.9% |
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