+138.2%
META vs EXE
+155.8%
-17.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.9% |
| 7D | +5.7% | -3.9% | +9.6% | +6.3% |
| 30D | -10.8% | -2.6% | -8.2% | -10.4% |
| 3M | +8.4% | -6.9% | +15.3% | +9.4% |
| 6M | +5.4% | -9.3% | +14.7% | +6.6% |
| YTD | -2.6% | -20.7% | +18.2% | +0.3% |
| 1Y | +3.5% | -21.8% | +25.3% | +6.7% |
| 3Y | +102.0% | +16.2% | +85.8% | +92.0% |
| 5Y | +93.1% | +61.1% | +32.0% | +74.6% |
| All | +138.2% | +155.8% | -17.6% | +113.1% |
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