+444.1%
META vs EMB
+36.2%
+407.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | +3.3% | +0.5% | +2.8% | +2.6% |
| 30D | -10.8% | +1.3% | -12.1% | -12.4% |
| 3M | +7.9% | -1.7% | +9.6% | +10.6% |
| 6M | +5.4% | -1.8% | +7.2% | +8.3% |
| YTD | -2.6% | -0.2% | -2.4% | -1.8% |
| 1Y | +1.9% | +0.7% | +1.2% | +1.5% |
| 3Y | +97.0% | +30.1% | +66.9% | +39.4% |
| 5Y | +97.6% | +8.5% | +89.2% | +78.5% |
| All | +444.1% | +36.2% | +407.9% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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