+1,497.9%
META vs EXEL
+1,374.5%
+123.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.2% |
| 7D | -3.1% | +3.8% | -6.9% | -3.6% |
| 30D | -18.1% | +17.8% | -35.9% | -20.1% |
| 3M | +2.9% | +21.2% | -18.3% | -0.1% |
| 6M | +0.2% | +54.7% | -54.5% | -6.3% |
| YTD | -8.1% | +56.8% | -64.9% | -14.4% |
| 1Y | -4.5% | +70.2% | -74.7% | -12.3% |
| 3Y | +94.2% | +227.2% | -133.0% | +59.1% |
| 5Y | +79.1% | +254.9% | -175.8% | +44.1% |
| 10Y | +405.9% | +476.9% | -71.0% | +264.2% |
| All | +1,497.9% | +1,374.5% | +123.4% | +816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling