+95.1%
META vs EOSE
-16.7%
+111.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.3% | +1.2% |
| 7D | -0.8% | -7.9% | +7.1% | -0.4% |
| 30D | -15.4% | -43.9% | +28.5% | -13.3% |
| 3M | +3.5% | -55.8% | +59.4% | +6.9% |
| 6M | -0.3% | -73.4% | +73.1% | +4.6% |
| YTD | -7.3% | -84.8% | +77.5% | -1.8% |
| 1Y | -1.1% | -88.6% | +87.5% | +6.0% |
| 3Y | +95.1% | -2.8% | +97.9% | +78.4% |
| All | +95.1% | -16.7% | +111.8% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling