+404.3%
META vs EME
+933.6%
-529.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -0.8% | -10.5% | +9.7% | +2.4% |
| 30D | -15.4% | -22.4% | +7.0% | -8.7% |
| 3M | +3.5% | -24.7% | +28.2% | +12.2% |
| 6M | -0.3% | -35.5% | +35.2% | +12.5% |
| YTD | -7.3% | -0.3% | -7.0% | -11.5% |
| 1Y | -1.1% | -6.7% | +5.6% | -3.3% |
| 3Y | +95.1% | +190.6% | -95.6% | +21.5% |
| 5Y | +80.6% | +367.3% | -286.7% | -6.2% |
| All | +404.3% | +933.6% | -529.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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