+86.4%
META vs EOG
+112.7%
-26.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +5.2% | +7.6% | -2.4% | +4.5% |
| 30D | -13.0% | +3.4% | -16.4% | -13.3% |
| 3M | +7.9% | +12.7% | -4.8% | +6.5% |
| 6M | +4.2% | +19.0% | -14.8% | +2.0% |
| YTD | -2.5% | +55.6% | -58.1% | -9.5% |
| 1Y | +5.6% | +49.5% | -44.0% | -1.3% |
| 3Y | +96.8% | +43.2% | +53.6% | +83.5% |
| All | +86.4% | +112.7% | -26.3% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling