+462.9%
META vs ELV
+268.6%
+194.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | -13.0% | +0.4% | -13.4% | -13.2% |
| 3M | +7.9% | +8.4% | -0.4% | +5.7% |
| 6M | +4.2% | +8.4% | -4.2% | +1.7% |
| YTD | -2.5% | +24.4% | -26.9% | -8.6% |
| 1Y | +5.6% | +33.5% | -27.9% | -2.7% |
| 3Y | +96.8% | -2.1% | +98.9% | +90.7% |
| 5Y | +90.0% | +5.8% | +84.3% | +75.7% |
| All | +462.9% | +268.6% | +194.4% | +272.0% |
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