+404.3%
META vs EMB
+28.3%
+376.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -0.1% | -0.7% | -0.6% |
| 30D | -15.4% | +1.3% | -16.7% | -16.9% |
| 3M | +3.5% | -2.7% | +6.2% | +7.6% |
| 6M | -0.3% | -2.8% | +2.6% | +4.0% |
| YTD | -7.3% | -1.1% | -6.2% | -5.4% |
| 1Y | -1.1% | 0.0% | -1.1% | -0.5% |
| 3Y | +95.1% | +28.8% | +66.3% | +40.5% |
| 5Y | +80.6% | +6.0% | +74.6% | +68.0% |
| All | +404.3% | +28.3% | +376.0% | +289.9% |
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