+436.0%
META vs EW
+234.0%
+202.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +3.3% | +9.3% | -6.0% | -0.4% |
| 30D | -10.8% | +22.1% | -32.8% | -17.9% |
| 3M | +7.9% | +13.0% | -5.1% | +2.3% |
| 6M | +5.4% | +30.1% | -24.7% | -6.1% |
| YTD | -2.6% | +22.0% | -24.6% | -11.3% |
| 1Y | +1.9% | +23.7% | -21.8% | -7.8% |
| 3Y | +97.0% | +62.0% | +35.0% | +48.4% |
| 5Y | +97.6% | -12.4% | +110.1% | +94.3% |
| 10Y | +436.0% | +236.1% | +200.0% | +217.6% |
| All | +436.0% | +234.0% | +202.0% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling