-7.5%
META vs EXE
-6.7%
-0.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +0.7% |
| 7D | +6.7% | -0.3% | +7.0% | +6.6% |
| 30D | +4.8% | +8.5% | -3.7% | +7.1% |
| 3M | -1.6% | +5.5% | -7.1% | +0.5% |
| 6M | -7.5% | -5.9% | -1.6% | -7.8% |
| All | -7.5% | -6.7% | -0.8% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling