+444.1%
META vs EXC
+197.1%
+247.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -10.8% | +9.0% | -19.8% | -12.8% |
| 3M | +7.9% | +3.3% | +4.6% | +6.8% |
| 6M | +5.4% | +5.7% | -0.3% | +3.4% |
| YTD | -2.6% | +7.3% | -9.9% | -5.1% |
| 1Y | +1.9% | +2.9% | -1.1% | +0.3% |
| 3Y | +97.0% | +29.3% | +67.6% | +77.4% |
| 5Y | +97.6% | +40.1% | +57.6% | +69.1% |
| All | +444.1% | +197.1% | +247.0% | +255.0% |
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