+5.6%
META vs EMR
+29.1%
-23.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +2.8% | +2.3% | +4.3% |
| 30D | -13.0% | +3.7% | -16.7% | -13.8% |
| 3M | +7.9% | +2.0% | +5.9% | +7.4% |
| 6M | +4.2% | +22.1% | -17.9% | -1.4% |
| YTD | -2.5% | +27.2% | -29.8% | -11.0% |
| 1Y | +5.6% | +32.0% | -26.5% | -5.3% |
| All | +5.6% | +29.1% | -23.5% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling