-18.2%
META vs EWZ
+36.2%
-54.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | +6.0% | +5.6% | +0.5% | +4.2% |
| 30D | +3.6% | +9.3% | -5.6% | +0.7% |
| 3M | +4.9% | +15.7% | -10.8% | -0.3% |
| 6M | -4.7% | +7.4% | -12.1% | -7.6% |
| YTD | -6.9% | +22.7% | -29.6% | -13.3% |
| 1Y | -18.2% | +36.4% | -54.6% | -29.9% |
| All | -18.2% | +36.2% | -54.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling