+93.1%
META vs EXEL
+285.1%
-192.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.5% |
| 7D | +5.7% | +2.3% | +3.4% | +5.3% |
| 30D | -10.8% | +19.8% | -30.6% | -14.0% |
| 3M | +8.4% | +32.7% | -24.3% | +2.2% |
| 6M | +5.4% | +49.0% | -43.6% | -3.5% |
| YTD | -2.6% | +63.7% | -66.3% | -13.1% |
| 1Y | +3.5% | +75.8% | -72.3% | -9.3% |
| 3Y | +102.0% | +241.3% | -139.3% | +38.5% |
| 5Y | +93.1% | +289.0% | -196.0% | +22.3% |
| All | +93.1% | +285.1% | -192.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling