+1,527.5%
META vs EXPD
+505.7%
+1,021.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +6.7% | -1.1% | +7.8% | +7.3% |
| 30D | +4.8% | +4.1% | +0.7% | +2.6% |
| 3M | -1.6% | +17.9% | -19.5% | -9.5% |
| 6M | -7.5% | +29.2% | -36.7% | -19.2% |
| YTD | -6.4% | +27.4% | -33.8% | -18.6% |
| 1Y | -17.3% | +56.8% | -74.2% | -36.1% |
| 3Y | +109.9% | +68.0% | +41.9% | +53.4% |
| 5Y | +65.4% | +61.9% | +3.5% | +21.8% |
| 10Y | +391.8% | +316.0% | +75.8% | +134.0% |
| All | +1,527.5% | +505.7% | +1,021.8% | +570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling