+375.1%
META vs EWT
+493.5%
-118.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.1% |
| 7D | +6.0% | +1.6% | +4.4% | +4.8% |
| 30D | +3.6% | +8.2% | -4.6% | -2.4% |
| 3M | +4.9% | +11.1% | -6.2% | -5.1% |
| 6M | -4.7% | +60.4% | -65.1% | -37.1% |
| YTD | -6.9% | +75.6% | -82.5% | -43.4% |
| 1Y | -18.2% | +91.3% | -109.5% | -54.0% |
| 3Y | +107.8% | +200.3% | -92.5% | -23.1% |
| 5Y | +63.9% | +156.4% | -92.5% | -29.8% |
| 10Y | +375.1% | +495.8% | -120.7% | +5.5% |
| All | +375.1% | +493.5% | -118.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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