-18.4%
META vs EMR
+0.5%
-19.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -0.5% |
| 7D | -3.1% | -4.8% | +1.6% | +0.3% |
| 30D | -18.1% | +0.7% | -18.9% | -18.7% |
| All | -18.4% | +0.5% | -19.0% | -18.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling