+400.1%
META vs EXC
+181.3%
+218.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -18.1% | +11.6% | -29.7% | -20.5% |
| 3M | +2.9% | +2.7% | +0.2% | +2.0% |
| 6M | +0.2% | +2.7% | -2.5% | -0.9% |
| YTD | -8.1% | +9.7% | -17.8% | -11.0% |
| 1Y | -4.5% | +4.5% | -9.1% | -6.3% |
| 3Y | +94.2% | +28.5% | +65.7% | +75.8% |
| 5Y | +79.1% | +43.9% | +35.1% | +52.0% |
| All | +400.1% | +181.3% | +218.9% | +237.4% |
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