+375.1%
META vs EME
+1,278.1%
-903.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.3% |
| 7D | +6.0% | +5.2% | +0.9% | +4.4% |
| 30D | +3.6% | -5.4% | +9.0% | +5.2% |
| 3M | +4.9% | -6.1% | +11.0% | +5.3% |
| 6M | -4.7% | +9.7% | -14.4% | -10.0% |
| YTD | -6.9% | +26.6% | -33.5% | -16.9% |
| 1Y | -18.2% | +24.6% | -42.8% | -27.0% |
| 3Y | +107.8% | +249.6% | -141.8% | +23.5% |
| 5Y | +63.9% | +556.6% | -492.6% | -22.6% |
| 10Y | +375.1% | +1,286.6% | -911.6% | +73.4% |
| All | +375.1% | +1,278.1% | -903.0% | +73.4% |
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