+138.3%
META vs EXE
+165.2%
-26.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +5.2% | +5.3% | -0.2% | +4.4% |
| 30D | -13.0% | -2.2% | -10.8% | -12.7% |
| 3M | +7.9% | -5.9% | +13.8% | +8.7% |
| 6M | +4.2% | -5.7% | +10.0% | +4.8% |
| YTD | -2.5% | -17.8% | +15.3% | -0.2% |
| 1Y | +5.6% | -23.1% | +28.7% | +9.3% |
| 3Y | +96.8% | +21.2% | +75.6% | +85.9% |
| 5Y | +90.0% | +78.8% | +11.2% | +70.4% |
| All | +138.3% | +165.2% | -26.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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