-17.3%
META vs EWY
+165.3%
-182.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.5% |
| 7D | +6.7% | +4.8% | +1.9% | +6.2% |
| 30D | +4.8% | +11.7% | -6.9% | +3.6% |
| 3M | -1.6% | -7.4% | +5.8% | -0.5% |
| 6M | -7.5% | +40.6% | -48.0% | -17.7% |
| YTD | -6.4% | +94.3% | -100.7% | -23.4% |
| 1Y | -17.3% | +164.3% | -181.6% | -36.1% |
| All | -17.3% | +165.3% | -182.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling