+1,511.3%
META vs EWY
+236.7%
+1,274.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | -1.0% |
| 7D | -0.8% | -10.4% | +9.6% | +3.7% |
| 30D | -15.4% | -25.4% | +10.0% | -4.6% |
| 3M | +3.5% | -16.5% | +20.0% | +10.1% |
| 6M | -0.3% | -24.7% | +24.4% | +4.1% |
| YTD | -7.3% | +40.9% | -48.3% | -34.5% |
| 1Y | -1.1% | +49.8% | -50.9% | -32.8% |
| 3Y | +95.1% | +134.8% | -39.8% | -1.0% |
| 5Y | +80.6% | +91.4% | -10.9% | +3.1% |
| 10Y | +410.1% | +204.3% | +205.8% | +127.1% |
| All | +1,511.3% | +236.7% | +1,274.5% | +645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling