+81.9%
META vs ELV
+8.2%
+73.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -15.4% | +5.3% | -20.7% | -15.9% |
| 3M | +3.5% | +9.2% | -5.7% | +2.6% |
| 6M | -0.3% | +14.5% | -14.8% | -1.8% |
| YTD | -7.3% | +23.2% | -30.5% | -9.7% |
| 1Y | -1.1% | +38.0% | -39.1% | -4.6% |
| 3Y | +95.1% | -1.5% | +96.6% | +92.5% |
| All | +81.9% | +8.2% | +73.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling