+1,497.9%
META vs EMR
+411.2%
+1,086.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.0% |
| 7D | -3.1% | -4.8% | +1.6% | -1.1% |
| 30D | -18.1% | +0.7% | -18.9% | -18.3% |
| 3M | +2.9% | +0.4% | +2.4% | +2.4% |
| 6M | +0.2% | +18.4% | -18.2% | -7.6% |
| YTD | -8.1% | +23.9% | -32.0% | -17.6% |
| 1Y | -4.5% | +24.7% | -29.2% | -14.8% |
| 3Y | +94.2% | +86.4% | +7.8% | +43.1% |
| 5Y | +79.1% | +83.3% | -4.2% | +32.6% |
| 10Y | +405.9% | +320.2% | +85.7% | +157.7% |
| All | +1,497.9% | +411.2% | +1,086.7% | +748.9% |
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