+425.7%
META vs EWZ
+45.3%
+380.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.5% |
| 7D | +5.7% | +1.4% | +4.3% | +5.3% |
| 30D | -10.8% | -25.1% | +14.3% | -3.2% |
| 3M | +8.4% | -7.7% | +16.1% | +9.7% |
| 6M | +5.4% | -15.8% | +21.2% | +9.5% |
| YTD | -2.6% | +3.6% | -6.2% | -5.5% |
| 1Y | +3.5% | +5.5% | -2.0% | -0.3% |
| 3Y | +102.0% | +22.1% | +79.9% | +83.6% |
| 5Y | +93.1% | +58.3% | +34.7% | +57.0% |
| 10Y | +425.7% | +50.3% | +375.4% | +313.5% |
| All | +425.7% | +45.3% | +380.3% | +313.5% |
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