+62.8%
META vs EW
-25.6%
+88.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | +1.0% | +3.7% | +4.3% |
| 3M | -1.6% | +2.8% | -4.4% | -2.9% |
| 6M | -7.5% | +5.5% | -13.0% | -10.0% |
| YTD | -6.4% | +5.5% | -11.9% | -9.2% |
| 1Y | -17.3% | +11.0% | -28.4% | -21.7% |
| 3Y | +109.9% | +17.7% | +92.2% | +80.0% |
| All | +62.8% | -25.6% | +88.4% | +77.0% |
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