+447.1%
META vs ELF
+316.3%
+130.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | 0.0% |
| 7D | +3.1% | +3.4% | -0.3% | +2.4% |
| 30D | -18.2% | +5.0% | -23.2% | -19.0% |
| 3M | +7.8% | +22.6% | -14.8% | +3.3% |
| 6M | +3.6% | +104.0% | -100.4% | -10.4% |
| YTD | -5.3% | +49.3% | -54.6% | -14.4% |
| 1Y | +2.7% | +46.0% | -43.3% | -7.0% |
| 3Y | +91.5% | +19.4% | +72.1% | +61.2% |
| 5Y | +84.7% | +262.0% | -177.3% | +18.2% |
| All | +447.1% | +316.3% | +130.8% | +210.3% |
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