-1.1%
META vs EXPE
+21.4%
-22.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.7% |
| 7D | -0.8% | -9.3% | +8.5% | +0.7% |
| 30D | -15.4% | +0.1% | -15.6% | -16.0% |
| 3M | +3.5% | -15.3% | +18.8% | +6.0% |
| 6M | -0.3% | +5.5% | -5.7% | -2.5% |
| YTD | -7.3% | -8.0% | +0.6% | -8.5% |
| 1Y | -1.1% | +18.9% | -20.0% | -3.8% |
| All | -1.1% | +21.4% | -22.5% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling