+1,527.5%
META vs EXC
+172.7%
+1,354.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | -3.7% | +8.5% | +5.7% |
| 3M | -1.6% | -1.3% | -0.3% | -1.5% |
| 6M | -7.5% | -9.7% | +2.2% | -5.4% |
| YTD | -6.4% | +2.9% | -9.3% | -7.6% |
| 1Y | -17.3% | +4.4% | -21.7% | -18.8% |
| 3Y | +109.9% | +22.2% | +87.7% | +94.1% |
| 5Y | +65.4% | +46.7% | +18.6% | +42.2% |
| 10Y | +391.8% | +155.3% | +236.5% | +258.1% |
| All | +1,527.5% | +172.7% | +1,354.8% | +997.2% |
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