+404.3%
META vs EWZ
+45.6%
+358.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | -15.4% | -24.5% | +9.1% | -8.6% |
| 3M | +3.5% | -10.7% | +14.2% | +5.8% |
| 6M | -0.3% | -19.1% | +18.8% | +4.8% |
| YTD | -7.3% | +1.6% | -8.9% | -9.5% |
| 1Y | -1.1% | +4.3% | -5.4% | -4.4% |
| 3Y | +95.1% | +19.0% | +76.1% | +78.6% |
| 5Y | +80.6% | +57.7% | +22.9% | +47.0% |
| All | +404.3% | +45.6% | +358.7% | +302.7% |
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