+1,527.5%
META vs EQT
+143.2%
+1,384.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +4.8% | +7.7% | -2.9% | +3.7% |
| 3M | -1.6% | +0.2% | -1.8% | -1.8% |
| 6M | -7.5% | -9.5% | +2.0% | -6.6% |
| YTD | -6.4% | +3.8% | -10.2% | -7.4% |
| 1Y | -17.3% | +7.8% | -25.1% | -18.9% |
| 3Y | +109.9% | +30.1% | +79.8% | +98.0% |
| 5Y | +65.4% | +188.6% | -123.2% | +37.7% |
| 10Y | +391.8% | +54.6% | +337.2% | +321.5% |
| All | +1,527.5% | +143.2% | +1,384.3% | +1,029.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling