+81.9%
META vs EW
-14.5%
+96.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.8% | +11.0% | -11.8% | -4.9% |
| 30D | -15.4% | +19.1% | -34.5% | -21.3% |
| 3M | +3.5% | +14.4% | -10.8% | -2.3% |
| 6M | -0.3% | +22.8% | -23.0% | -8.9% |
| YTD | -7.3% | +19.8% | -27.1% | -14.9% |
| 1Y | -1.1% | +23.9% | -25.0% | -10.4% |
| 3Y | +95.1% | +52.2% | +42.8% | +46.7% |
| All | +81.9% | -14.5% | +96.4% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling