+81.9%
META vs EWZ
+58.5%
+23.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | -15.4% | -24.5% | +9.1% | -9.6% |
| 3M | +3.5% | -10.7% | +14.2% | +5.2% |
| 6M | -0.3% | -19.1% | +18.8% | +4.0% |
| YTD | -7.3% | +1.6% | -8.9% | -9.5% |
| 1Y | -1.1% | +4.3% | -5.4% | -4.3% |
| 3Y | +95.1% | +19.0% | +76.1% | +78.9% |
| All | +81.9% | +58.5% | +23.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling