-17.3%
META vs EXC
+2.6%
-19.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +0.8% |
| 7D | +6.7% | -0.7% | +7.4% | +6.6% |
| 30D | +4.8% | -4.6% | +9.4% | +4.2% |
| 3M | -1.6% | -2.2% | +0.6% | -1.7% |
| 6M | -7.5% | -10.6% | +3.1% | -8.7% |
| YTD | -6.4% | +1.9% | -8.3% | -5.1% |
| 1Y | -17.3% | +3.4% | -20.8% | -11.5% |
| All | -17.3% | +2.6% | -19.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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