+0.2%
META vs EW
+20.1%
-19.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.4% | -4.2% |
| 7D | -3.1% | +6.8% | -9.9% | -4.1% |
| 30D | -18.1% | +16.6% | -34.7% | -19.9% |
| 3M | +2.9% | +13.3% | -10.5% | +1.2% |
| 6M | +0.2% | +21.6% | -21.4% | -2.7% |
| All | +0.2% | +20.1% | -19.9% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling