+404.3%
META vs EWT
+376.4%
+27.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -2.0% |
| 7D | -0.8% | -11.7% | +11.0% | +7.9% |
| 30D | -15.4% | -23.2% | +7.8% | +1.8% |
| 3M | +3.5% | -12.5% | +16.0% | +12.8% |
| 6M | -0.3% | -5.9% | +5.6% | -0.6% |
| YTD | -7.3% | +40.5% | -47.8% | -34.6% |
| 1Y | -1.1% | +43.7% | -44.8% | -31.7% |
| 3Y | +95.1% | +136.6% | -41.6% | -15.5% |
| 5Y | +80.6% | +105.1% | -24.5% | -10.4% |
| All | +404.3% | +376.4% | +27.9% | +28.9% |
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