+462.9%
META vs EW
+254.3%
+208.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.4% |
| 7D | +5.2% | +4.9% | +0.3% | +3.2% |
| 30D | -13.0% | +23.9% | -36.9% | -20.4% |
| 3M | +7.9% | +15.8% | -7.8% | +1.3% |
| 6M | +4.2% | +31.7% | -27.4% | -7.6% |
| YTD | -2.5% | +25.7% | -28.2% | -12.3% |
| 1Y | +5.6% | +24.4% | -18.9% | -4.6% |
| 3Y | +96.8% | +65.9% | +30.9% | +47.0% |
| 5Y | +90.0% | -7.6% | +97.7% | +82.8% |
| All | +462.9% | +254.3% | +208.6% | +231.1% |
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