+1,527.5%
META vs EOG
+321.5%
+1,205.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +1.3% | +5.4% | +6.5% |
| 30D | +4.8% | +8.2% | -3.4% | +3.3% |
| 3M | -1.6% | +3.8% | -5.5% | -2.7% |
| 6M | -7.5% | +15.3% | -22.8% | -10.6% |
| YTD | -6.4% | +41.7% | -48.1% | -13.1% |
| 1Y | -17.3% | +23.6% | -40.9% | -21.4% |
| 3Y | +109.9% | +23.3% | +86.7% | +97.6% |
| 5Y | +65.4% | +170.4% | -105.1% | +31.2% |
| 10Y | +391.8% | +125.5% | +266.3% | +268.2% |
| All | +1,527.5% | +321.5% | +1,205.9% | +1,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling