+147.7%
META vs EOSE
-81.3%
+229.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +4.6% |
| 7D | +5.7% | +6.8% | -1.1% | +5.1% |
| 30D | -10.8% | -25.4% | +14.6% | -9.4% |
| 3M | +8.4% | -54.7% | +63.1% | +13.2% |
| 6M | +5.4% | -76.5% | +81.9% | +14.0% |
| YTD | -2.6% | -83.6% | +81.0% | +5.5% |
| 1Y | +3.5% | -89.7% | +93.2% | +15.4% |
| 3Y | +102.0% | +38.7% | +63.3% | +71.2% |
| 5Y | +93.1% | -82.9% | +176.0% | +60.5% |
| All | +147.7% | -81.3% | +229.0% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling