+404.3%
META vs EXC
+175.8%
+228.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -15.4% | +10.0% | -25.4% | -17.6% |
| 3M | +3.5% | +1.6% | +1.9% | +2.9% |
| 6M | -0.3% | +3.3% | -3.5% | -1.5% |
| YTD | -7.3% | +7.6% | -14.9% | -9.8% |
| 1Y | -1.1% | +3.5% | -4.6% | -2.8% |
| 3Y | +95.1% | +27.7% | +67.4% | +76.6% |
| 5Y | +80.6% | +41.1% | +39.4% | +54.0% |
| All | +404.3% | +175.8% | +228.5% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling