+379.6%
META vs EXEL
+400.1%
-20.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +8.4% | -1.7% | +5.2% |
| 30D | +4.8% | +4.1% | +0.7% | +3.9% |
| 3M | -1.6% | +12.4% | -14.1% | -3.9% |
| 6M | -7.5% | +41.5% | -49.0% | -13.4% |
| YTD | -6.4% | +34.6% | -41.0% | -11.9% |
| 1Y | -17.3% | +57.9% | -75.2% | -24.7% |
| 3Y | +109.9% | +159.5% | -49.6% | +69.8% |
| 5Y | +65.4% | +198.5% | -133.1% | +28.9% |
| All | +379.6% | +400.1% | -20.5% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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