+79.1%
META vs ELF
+259.2%
-180.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -3.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -18.1% | +6.9% | -25.0% | -19.4% |
| 3M | +2.9% | +27.2% | -24.3% | -3.0% |
| 6M | +0.2% | +84.9% | -84.7% | -13.5% |
| YTD | -8.1% | +44.5% | -52.6% | -17.7% |
| 1Y | -4.5% | -6.8% | +2.2% | -7.5% |
| 3Y | +94.2% | +14.2% | +79.9% | +44.1% |
| 5Y | +79.1% | +250.6% | -171.5% | -41.2% |
| All | +79.1% | +259.2% | -180.1% | -41.2% |
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 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