+95.1%
META vs EWY
+132.7%
-37.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | -0.1% |
| 7D | -0.8% | -10.4% | +9.6% | +1.6% |
| 30D | -15.4% | -25.4% | +10.0% | -9.8% |
| 3M | +3.5% | -16.5% | +20.0% | +7.1% |
| 6M | -0.3% | -24.7% | +24.4% | +2.0% |
| YTD | -7.3% | +40.9% | -48.3% | -31.7% |
| 1Y | -1.1% | +49.8% | -50.9% | -29.8% |
| 3Y | +95.1% | +134.8% | -39.8% | -1.5% |
| All | +95.1% | +132.7% | -37.7% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling