+93.4%
META vs EMR
+86.0%
+7.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.1% |
| 7D | -3.1% | -4.8% | +1.6% | -1.2% |
| 30D | -18.1% | +0.7% | -18.9% | -18.3% |
| 3M | +2.9% | +0.4% | +2.4% | +2.5% |
| 6M | +0.2% | +18.4% | -18.2% | -7.4% |
| YTD | -8.1% | +23.9% | -32.0% | -18.0% |
| 1Y | -4.5% | +24.7% | -29.2% | -15.2% |
| All | +93.4% | +86.0% | +7.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling