+404.3%
META vs ELF
+337.1%
+67.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.2% |
| 7D | -0.8% | +4.0% | -4.8% | -1.5% |
| 30D | -15.4% | +10.6% | -26.0% | -17.1% |
| 3M | +3.5% | +25.8% | -22.3% | -1.3% |
| 6M | -0.3% | +89.1% | -89.3% | -12.4% |
| YTD | -7.3% | +52.7% | -60.1% | -16.5% |
| 1Y | -1.1% | +51.7% | -52.8% | -11.1% |
| 3Y | +95.1% | +14.2% | +80.8% | +66.2% |
| 5Y | +80.6% | +270.7% | -190.1% | +15.8% |
| All | +404.3% | +337.1% | +67.2% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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