+374.8%
META vs ELV
+276.4%
+98.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +6.7% | +3.3% | +3.4% | +5.9% |
| 30D | +4.8% | +4.2% | +0.6% | +3.7% |
| 3M | -1.6% | -0.1% | -1.6% | -1.9% |
| 6M | -7.5% | +41.3% | -48.7% | -15.0% |
| YTD | -6.4% | +17.4% | -23.8% | -10.8% |
| 1Y | -17.3% | +35.1% | -52.4% | -24.0% |
| 3Y | +109.9% | -3.2% | +113.2% | +103.6% |
| 5Y | +65.4% | +15.6% | +49.8% | +47.7% |
| All | +374.8% | +276.4% | +98.4% | +216.8% |
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