+1,497.9%
META vs EMB
+63.3%
+1,434.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.7% |
| 30D | -18.1% | +1.1% | -19.2% | -19.3% |
| 3M | +2.9% | -2.9% | +5.8% | +6.9% |
| 6M | +0.2% | -2.1% | +2.3% | +3.1% |
| YTD | -8.1% | -1.1% | -7.0% | -6.3% |
| 1Y | -4.5% | +0.3% | -4.9% | -4.4% |
| 3Y | +94.2% | +27.7% | +66.5% | +45.5% |
| 5Y | +79.1% | +6.0% | +73.1% | +67.0% |
| 10Y | +405.9% | +29.1% | +376.8% | +300.4% |
| All | +1,497.9% | +63.3% | +1,434.6% | +1,011.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling