+62.8%
META vs EXE
+109.5%
-46.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.2% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +4.8% | +8.5% | -3.7% | +3.4% |
| 3M | -1.6% | +5.5% | -7.1% | -2.6% |
| 6M | -7.5% | -5.9% | -1.6% | -6.8% |
| YTD | -6.4% | -9.7% | +3.3% | -5.3% |
| 1Y | -17.3% | +3.6% | -20.9% | -19.0% |
| 3Y | +109.9% | +18.0% | +91.9% | +99.1% |
| All | +62.8% | +109.5% | -46.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling