+1,563.7%
META vs EXC
+188.9%
+1,374.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +2.9% | +3.3% | -0.4% | +2.1% |
| 30D | -15.1% | +13.3% | -28.4% | -17.7% |
| 3M | +7.2% | +1.8% | +5.4% | +6.6% |
| 6M | +3.4% | +1.1% | +2.3% | +2.7% |
| YTD | -4.3% | +9.0% | -13.3% | -6.9% |
| 1Y | +0.8% | +3.4% | -2.6% | -0.7% |
| 3Y | +102.2% | +27.7% | +74.5% | +85.1% |
| 5Y | +89.4% | +43.1% | +46.3% | +64.8% |
| 10Y | +426.7% | +182.0% | +244.8% | +275.0% |
| All | +1,563.7% | +188.9% | +1,374.8% | +1,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling