+93.1%
META vs ELF
+284.3%
-191.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.4% | +4.5% |
| 7D | +5.7% | +7.8% | -2.1% | +4.0% |
| 30D | -10.8% | +9.3% | -20.0% | -12.5% |
| 3M | +8.4% | +21.2% | -12.8% | +3.5% |
| 6M | +5.4% | +96.1% | -90.7% | -10.2% |
| YTD | -2.6% | +57.0% | -59.5% | -14.3% |
| 1Y | +3.5% | +61.9% | -58.3% | -10.0% |
| 3Y | +102.0% | +20.0% | +82.0% | +49.7% |
| 5Y | +93.1% | +284.8% | -191.7% | -38.1% |
| All | +93.1% | +284.3% | -191.2% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling