+444.1%
META vs EWY
+218.2%
+225.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +3.3% | -10.2% | +13.5% | +8.0% |
| 30D | -10.8% | -21.5% | +10.7% | -1.3% |
| 3M | +7.9% | -14.7% | +22.6% | +13.7% |
| 6M | +5.4% | -26.8% | +32.2% | +12.3% |
| YTD | -2.6% | +43.2% | -45.7% | -34.2% |
| 1Y | +1.9% | +48.7% | -46.9% | -33.1% |
| 3Y | +97.0% | +147.9% | -51.0% | -10.6% |
| 5Y | +97.6% | +98.8% | -1.2% | +3.5% |
| All | +444.1% | +218.2% | +225.9% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling