+425.7%
META vs EOG
+120.7%
+305.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.0% |
| 7D | +5.7% | -6.0% | +11.7% | +6.7% |
| 30D | -10.8% | +0.9% | -11.6% | -11.0% |
| 3M | +8.4% | +10.9% | -2.5% | +6.3% |
| 6M | +5.4% | +15.8% | -10.4% | +2.1% |
| YTD | -2.6% | +45.8% | -48.4% | -10.2% |
| 1Y | +3.5% | +45.3% | -41.8% | -4.6% |
| 3Y | +102.0% | +36.2% | +65.8% | +86.8% |
| 5Y | +93.1% | +94.0% | -0.9% | +62.7% |
| 10Y | +425.7% | +120.5% | +305.2% | +305.7% |
| All | +425.7% | +120.7% | +305.0% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling