+152.3%
META vs EOSE
-58.6%
+210.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.0% | +6.8% |
| 7D | +10.3% | +15.0% | -4.7% | +9.1% |
| 30D | +9.9% | +2.5% | +7.4% | +9.3% |
| 3M | +11.9% | -33.7% | +45.6% | +14.0% |
| 6M | +1.2% | -32.7% | +33.9% | +1.6% |
| YTD | -0.8% | -63.8% | +63.0% | +2.5% |
| 1Y | -14.3% | -40.5% | +26.2% | -15.8% |
| 3Y | +121.4% | +50.4% | +71.0% | +88.4% |
| 5Y | +74.5% | -68.6% | +143.0% | +39.2% |
| All | +152.3% | -58.6% | +210.9% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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