+1,511.3%
META vs EMR
+410.4%
+1,100.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | -15.4% | +2.0% | -17.4% | -16.1% |
| 3M | +3.5% | +3.8% | -0.3% | +1.7% |
| 6M | -0.3% | +10.5% | -10.8% | -5.2% |
| YTD | -7.3% | +23.7% | -31.0% | -16.9% |
| 1Y | -1.1% | +25.4% | -26.5% | -12.0% |
| 3Y | +95.1% | +86.6% | +8.5% | +43.7% |
| 5Y | +80.6% | +83.0% | -2.4% | +33.8% |
| 10Y | +410.1% | +319.5% | +90.6% | +160.0% |
| All | +1,511.3% | +410.4% | +1,100.9% | +756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling