+444.1%
META vs EWZ
+65.7%
+378.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | -10.8% | -26.2% | +15.4% | -2.8% |
| 3M | +7.9% | -8.6% | +16.5% | +9.5% |
| 6M | +5.4% | -17.0% | +22.4% | +9.9% |
| YTD | -2.6% | +2.2% | -4.7% | -5.0% |
| 1Y | +1.9% | +2.7% | -0.8% | -1.1% |
| 3Y | +97.0% | +18.2% | +78.8% | +80.8% |
| 5Y | +97.6% | +56.0% | +41.6% | +61.4% |
| All | +444.1% | +65.7% | +378.3% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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