+462.9%
META vs EMB
+36.5%
+426.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.2% |
| 7D | +5.2% | -0.9% | +6.1% | +6.5% |
| 30D | -13.0% | +0.4% | -13.3% | -13.4% |
| 3M | +7.9% | -3.1% | +11.1% | +12.9% |
| 6M | +4.2% | -2.1% | +6.3% | +7.6% |
| YTD | -2.5% | -1.1% | -1.4% | -0.5% |
| 1Y | +5.6% | -0.1% | +5.6% | +6.3% |
| 3Y | +96.8% | +29.6% | +67.2% | +40.2% |
| 5Y | +90.0% | +7.2% | +82.9% | +74.4% |
| All | +462.9% | +36.5% | +426.5% | +300.3% |
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