+1.9%
META vs EME
-1.5%
+3.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.3% | -2.2% | +4.6% |
| 7D | +5.7% | -4.4% | +10.1% | +5.6% |
| 30D | -10.8% | -17.3% | +6.5% | -10.6% |
| 3M | +8.4% | -20.0% | +28.4% | +8.9% |
| 6M | +5.4% | -29.1% | +34.5% | +11.2% |
| YTD | -2.6% | +6.9% | -9.5% | -8.8% |
| All | +1.9% | -1.5% | +3.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling