+447.1%
META vs EMR
+279.1%
+168.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +2.7% | +0.4% | +1.9% |
| 30D | -18.2% | +2.1% | -20.3% | -18.9% |
| 3M | +7.8% | +2.3% | +5.6% | +6.6% |
| 6M | +3.6% | +22.5% | -18.9% | -5.9% |
| YTD | -5.3% | +27.2% | -32.5% | -16.4% |
| 1Y | +2.7% | +28.0% | -25.3% | -9.7% |
| 3Y | +91.5% | +103.4% | -11.9% | +34.2% |
| 5Y | +84.7% | +88.2% | -3.5% | +33.1% |
| All | +447.1% | +279.1% | +168.0% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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