+379.6%
META vs EXPE
+179.6%
+200.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -9.5% | +16.2% | +9.7% |
| 30D | +4.8% | -6.6% | +11.4% | +6.6% |
| 3M | -1.6% | +31.4% | -33.0% | -9.4% |
| 6M | -7.5% | +35.2% | -42.7% | -16.2% |
| YTD | -6.4% | +5.8% | -12.2% | -9.7% |
| 1Y | -17.3% | +38.7% | -56.0% | -27.1% |
| 3Y | +109.9% | +175.8% | -65.9% | +45.3% |
| 5Y | +65.4% | +111.8% | -46.5% | +18.9% |
| All | +379.6% | +179.6% | +200.0% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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