+375.1%
META vs EWY
+290.3%
+84.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +6.0% | +8.0% | -2.0% | +2.3% |
| 30D | +3.6% | +14.3% | -10.7% | -3.2% |
| 3M | +4.9% | +2.3% | +2.6% | -0.8% |
| 6M | -4.7% | +49.9% | -54.6% | -31.4% |
| YTD | -6.9% | +95.3% | -102.2% | -44.6% |
| 1Y | -18.2% | +161.7% | -179.9% | -60.3% |
| 3Y | +107.8% | +230.2% | -122.4% | -15.4% |
| 5Y | +63.9% | +148.1% | -84.2% | -20.4% |
| 10Y | +375.1% | +293.2% | +81.9% | +73.9% |
| All | +375.1% | +290.3% | +84.8% | +73.9% |
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