+1,527.5%
META vs EWY
+364.2%
+1,163.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -1.1% |
| 7D | +6.7% | +4.8% | +1.9% | +4.4% |
| 30D | +4.8% | +11.7% | -6.9% | -0.9% |
| 3M | -1.6% | -7.4% | +5.8% | -2.4% |
| 6M | -7.5% | +40.6% | -48.0% | -29.5% |
| YTD | -6.4% | +94.3% | -100.7% | -41.9% |
| 1Y | -17.3% | +164.3% | -181.6% | -57.7% |
| 3Y | +109.9% | +221.0% | -111.0% | -6.1% |
| 5Y | +65.4% | +139.1% | -73.8% | -13.1% |
| 10Y | +391.8% | +298.8% | +93.0% | +95.9% |
| All | +1,527.5% | +364.2% | +1,163.3% | +561.7% |
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