+425.7%
META vs ELV
+298.7%
+127.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.5% |
| 7D | +5.7% | +1.1% | +4.6% | +5.4% |
| 30D | -10.8% | +1.3% | -12.1% | -11.1% |
| 3M | +8.4% | +6.6% | +1.8% | +6.6% |
| 6M | +5.4% | +11.6% | -6.2% | +2.2% |
| YTD | -2.6% | +21.1% | -23.6% | -8.0% |
| 1Y | +3.5% | +34.2% | -30.7% | -4.8% |
| 3Y | +102.0% | -2.9% | +104.9% | +95.9% |
| 5Y | +93.1% | +4.6% | +88.5% | +79.0% |
| 10Y | +425.7% | +272.8% | +152.8% | +291.8% |
| All | +425.7% | +298.7% | +127.0% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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