+86.4%
META vs EME
+410.0%
-323.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +5.2% | +8.4% | -3.2% | +2.4% |
| 30D | -13.0% | -11.5% | -1.5% | -9.8% |
| 3M | +7.9% | -20.6% | +28.6% | +15.3% |
| 6M | +4.2% | -28.5% | +32.7% | +15.0% |
| YTD | -2.5% | +8.0% | -10.5% | -10.8% |
| 1Y | +5.6% | +6.8% | -1.2% | -3.0% |
| 3Y | +96.8% | +213.9% | -117.1% | -1.2% |
| All | +86.4% | +410.0% | -323.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling