+140.9%
META vs EOSE
-82.0%
+222.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | -0.2% |
| 7D | +3.1% | -3.7% | +6.8% | +3.2% |
| 30D | -18.2% | -22.0% | +3.8% | -17.3% |
| 3M | +7.8% | -57.3% | +65.1% | +12.9% |
| 6M | +3.6% | -77.7% | +81.2% | +12.3% |
| YTD | -5.3% | -84.2% | +78.9% | +2.7% |
| 1Y | +2.7% | -89.5% | +92.3% | +14.3% |
| 3Y | +91.5% | +41.4% | +50.1% | +61.8% |
| 5Y | +84.7% | -83.0% | +167.7% | +53.6% |
| All | +140.9% | -82.0% | +222.8% | +123.9% |
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