+91.3%
META vs EME
+217.7%
-126.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.1% | +11.3% | -8.3% | +0.3% |
| 30D | -18.2% | -14.6% | -3.7% | -15.2% |
| 3M | +7.8% | -20.4% | +28.2% | +13.4% |
| 6M | +3.6% | -28.3% | +31.9% | +12.5% |
| YTD | -5.3% | +8.6% | -13.8% | -12.2% |
| 1Y | +2.7% | +3.2% | -0.5% | -3.1% |
| All | +91.3% | +217.7% | -126.5% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling