+74.5%
META vs EQT
+194.7%
-120.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.4% | +6.7% |
| 7D | +10.3% | -2.0% | +12.3% | +10.6% |
| 30D | +9.9% | +1.0% | +8.9% | +9.7% |
| 3M | +11.9% | +4.0% | +7.9% | +11.0% |
| 6M | +1.2% | -11.7% | +12.8% | +2.9% |
| YTD | -0.8% | +2.8% | -3.6% | -2.0% |
| 1Y | -14.3% | +10.0% | -24.3% | -16.9% |
| 3Y | +121.4% | +34.1% | +87.2% | +103.5% |
| 5Y | +74.5% | +195.3% | -120.8% | +35.5% |
| All | +74.5% | +194.7% | -120.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling