+1,527.5%
META vs EME
+2,891.0%
-1,363.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +6.7% | +1.9% | +4.8% | +6.1% |
| 30D | +4.8% | -8.3% | +13.0% | +7.5% |
| 3M | -1.6% | -10.7% | +9.1% | +0.5% |
| 6M | -7.5% | +1.9% | -9.4% | -10.4% |
| YTD | -6.4% | +23.5% | -29.9% | -15.8% |
| 1Y | -17.3% | +18.0% | -35.3% | -24.9% |
| 3Y | +109.9% | +236.1% | -126.2% | +26.7% |
| 5Y | +65.4% | +527.9% | -462.5% | -20.6% |
| 10Y | +391.8% | +1,252.8% | -861.0% | +70.6% |
| All | +1,527.5% | +2,891.0% | -1,363.5% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling