+425.7%
META vs EME
+996.0%
-570.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.3% | -2.2% | +2.8% |
| 7D | +5.7% | -4.4% | +10.1% | +6.9% |
| 30D | -10.8% | -17.3% | +6.5% | -5.5% |
| 3M | +8.4% | -20.0% | +28.4% | +15.4% |
| 6M | +5.4% | -29.1% | +34.5% | +15.4% |
| YTD | -2.6% | +6.9% | -9.5% | -9.0% |
| 1Y | +3.5% | +0.8% | +2.7% | -1.3% |
| 3Y | +102.0% | +214.4% | -112.4% | +22.3% |
| 5Y | +93.1% | +404.2% | -311.1% | -2.5% |
| 10Y | +425.7% | +941.9% | -516.3% | +102.6% |
| All | +425.7% | +996.0% | -570.3% | +102.6% |
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