+147.8%
META vs EOSE
-82.7%
+230.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.5% |
| 7D | +3.3% | -8.4% | +11.7% | +3.8% |
| 30D | -10.8% | -31.0% | +20.2% | -8.9% |
| 3M | +7.9% | -57.0% | +64.9% | +13.1% |
| 6M | +5.4% | -78.3% | +83.7% | +14.6% |
| YTD | -2.6% | -84.8% | +82.2% | +6.0% |
| 1Y | +1.9% | -90.9% | +92.8% | +14.6% |
| 3Y | +97.0% | +35.9% | +61.0% | +67.0% |
| 5Y | +97.6% | -84.1% | +181.7% | +65.1% |
| All | +147.8% | -82.7% | +230.4% | +131.1% |
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