+425.7%
META vs EMB
+30.9%
+394.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.2% |
| 7D | +5.7% | +0.8% | +4.9% | +4.6% |
| 30D | -10.8% | +1.5% | -12.3% | -12.6% |
| 3M | +8.4% | -1.9% | +10.3% | +11.5% |
| 6M | +5.4% | -1.6% | +7.0% | +8.0% |
| YTD | -2.6% | 0.0% | -2.6% | -2.1% |
| 1Y | +3.5% | +1.1% | +2.5% | +2.6% |
| 3Y | +102.0% | +30.9% | +71.1% | +42.3% |
| 5Y | +93.1% | +7.1% | +86.0% | +77.1% |
| 10Y | +425.7% | +31.1% | +394.5% | +295.5% |
| All | +425.7% | +30.9% | +394.8% | +295.5% |
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