+96.8%
META vs EOSE
+48.1%
+48.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.6% |
| 7D | +5.2% | +9.8% | -4.6% | +4.6% |
| 30D | -13.0% | -2.1% | -10.9% | -13.2% |
| 3M | +7.9% | -54.1% | +62.0% | +11.3% |
| 6M | +4.2% | -76.9% | +81.2% | +10.6% |
| YTD | -2.5% | -83.3% | +80.8% | +3.0% |
| 1Y | +5.6% | -87.4% | +93.0% | +13.0% |
| 3Y | +96.8% | +61.9% | +34.9% | +81.4% |
| All | +96.8% | +48.1% | +48.7% | +81.4% |
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