+79.1%
META vs EXPE
+54.1%
+25.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.8% | +0.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.5% |
| 30D | -18.1% | +4.8% | -22.9% | -20.2% |
| 3M | +2.9% | -14.6% | +17.5% | +6.7% |
| 6M | +0.2% | +10.0% | -9.8% | -5.2% |
| YTD | -8.1% | -3.3% | -4.8% | -10.5% |
| 1Y | -4.5% | +28.4% | -32.9% | -16.9% |
| 3Y | +94.2% | +145.1% | -50.9% | +24.0% |
| 5Y | +79.1% | +51.6% | +27.4% | +28.2% |
| All | +79.1% | +54.1% | +25.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling