+93.1%
META vs EQT
+161.1%
-68.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | +5.7% | -8.7% | +14.4% | +7.3% |
| 30D | -10.8% | -5.2% | -5.5% | -10.0% |
| 3M | +8.4% | -3.1% | +11.5% | +8.8% |
| 6M | +5.4% | -10.3% | +15.6% | +6.9% |
| YTD | -2.6% | -5.8% | +3.2% | -2.6% |
| 1Y | +3.5% | -12.9% | +16.4% | +4.9% |
| 3Y | +102.0% | +32.0% | +70.0% | +84.3% |
| 5Y | +93.1% | +164.6% | -71.5% | +34.1% |
| All | +93.1% | +161.1% | -68.1% | +34.1% |
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