+404.3%
META vs EW
+236.3%
+168.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.8% | +11.0% | -11.8% | -5.0% |
| 30D | -15.4% | +19.1% | -34.5% | -21.4% |
| 3M | +3.5% | +14.4% | -10.8% | -2.4% |
| 6M | -0.3% | +22.8% | -23.0% | -9.1% |
| YTD | -7.3% | +19.8% | -27.1% | -15.0% |
| 1Y | -1.1% | +23.9% | -25.0% | -10.6% |
| 3Y | +95.1% | +52.2% | +42.8% | +51.2% |
| 5Y | +80.6% | -13.9% | +94.5% | +78.7% |
| All | +404.3% | +236.3% | +168.0% | +202.4% |
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