+62.8%
META vs EXPE
+111.8%
-49.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -9.5% | +16.2% | +10.1% |
| 30D | +4.8% | -6.6% | +11.4% | +6.8% |
| 3M | -1.6% | +31.4% | -33.0% | -10.5% |
| 6M | -7.5% | +35.2% | -42.7% | -17.4% |
| YTD | -6.4% | +5.8% | -12.2% | -10.1% |
| 1Y | -17.3% | +38.7% | -56.0% | -28.7% |
| 3Y | +109.9% | +175.8% | -65.9% | +32.8% |
| All | +62.8% | +111.8% | -49.0% | +11.0% |
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