+400.1%
META vs EXPD
+313.3%
+86.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -1.7% |
| 7D | -3.1% | -4.8% | +1.7% | -0.8% |
| 30D | -18.1% | -1.5% | -16.6% | -17.5% |
| 3M | +2.9% | +4.1% | -1.3% | +0.4% |
| 6M | +0.2% | +24.0% | -23.8% | -10.8% |
| YTD | -8.1% | +27.4% | -35.5% | -20.8% |
| 1Y | -4.5% | +38.4% | -42.9% | -21.5% |
| 3Y | +94.2% | +73.2% | +21.0% | +36.0% |
| 5Y | +79.1% | +59.9% | +19.2% | +29.5% |
| All | +400.1% | +313.3% | +86.8% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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