+1,546.8%
META vs EWY
+257.3%
+1,289.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +3.1% | +10.4% | -7.4% | -1.5% |
| 30D | -18.2% | -12.7% | -5.5% | -13.9% |
| 3M | +7.8% | -17.3% | +25.2% | +15.3% |
| 6M | +3.6% | -18.6% | +22.2% | +4.8% |
| YTD | -5.3% | +49.5% | -54.8% | -34.9% |
| 1Y | +2.7% | +55.0% | -52.2% | -31.0% |
| 3Y | +91.5% | +159.0% | -67.5% | -7.6% |
| 5Y | +84.7% | +102.5% | -17.8% | +2.7% |
| 10Y | +429.0% | +232.2% | +196.7% | +126.7% |
| All | +1,546.8% | +257.3% | +1,289.5% | +641.6% |
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 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