+0.6%
META vs EW
+25.3%
-24.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -0.2% | +6.5% | -6.7% | -1.7% |
| 30D | -15.4% | +22.5% | -37.8% | -19.3% |
| 3M | +5.0% | +13.0% | -7.9% | +2.3% |
| 6M | +5.2% | +37.1% | -31.9% | -4.0% |
| YTD | -4.5% | +24.1% | -28.6% | -8.7% |
| 1Y | +0.6% | +24.2% | -23.6% | -4.1% |
| All | +0.6% | +25.3% | -24.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling