+1,497.9%
META vs EWT
+546.6%
+951.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.5% | +7.6% | +3.6% |
| 7D | -3.1% | -19.0% | +15.9% | +10.6% |
| 30D | -18.1% | -27.0% | +8.9% | +0.2% |
| 3M | +2.9% | -15.6% | +18.4% | +13.9% |
| 6M | +0.2% | -7.4% | +7.6% | +1.3% |
| YTD | -8.1% | +35.2% | -43.3% | -30.0% |
| 1Y | -4.5% | +36.0% | -40.6% | -27.7% |
| 3Y | +94.2% | +128.2% | -34.0% | -1.5% |
| 5Y | +79.1% | +97.4% | -18.3% | +2.0% |
| 10Y | +405.9% | +368.6% | +37.3% | +72.8% |
| All | +1,497.9% | +546.6% | +951.3% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling