+404.3%
META vs EXPE
+115.0%
+289.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +2.2% |
| 7D | -0.8% | -9.3% | +8.5% | +1.4% |
| 30D | -15.4% | +0.1% | -15.6% | -16.2% |
| 3M | +3.5% | -15.3% | +18.8% | +7.0% |
| 6M | -0.3% | +5.5% | -5.7% | -3.6% |
| YTD | -7.3% | -8.0% | +0.6% | -8.1% |
| 1Y | -1.1% | +18.9% | -20.0% | -9.7% |
| 3Y | +95.1% | +135.5% | -40.5% | +40.3% |
| 5Y | +80.6% | +44.3% | +36.3% | +42.0% |
| All | +404.3% | +115.0% | +289.3% | +200.8% |
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