+1,527.5%
META vs EMR
+380.4%
+1,147.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | +6.7% | -1.5% | +8.2% | +7.4% |
| 30D | +4.8% | -5.6% | +10.4% | +7.2% |
| 3M | -1.6% | +7.9% | -9.6% | -5.3% |
| 6M | -7.5% | +6.0% | -13.5% | -10.7% |
| YTD | -6.4% | +16.4% | -22.8% | -13.8% |
| 1Y | -17.3% | +16.6% | -34.0% | -24.4% |
| 3Y | +109.9% | +62.9% | +47.1% | +64.0% |
| 5Y | +65.4% | +60.1% | +5.3% | +28.9% |
| 10Y | +391.8% | +268.8% | +123.1% | +163.9% |
| All | +1,527.5% | +380.4% | +1,147.1% | +788.4% |
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