-9.0%
META vs XE
-36.4%
+27.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.7% | -0.8% |
| 7D | +6.0% | +4.0% | +2.0% | +5.9% |
| 30D | +3.6% | -15.5% | +19.1% | +4.0% |
| 3M | +4.9% | -14.6% | +19.5% | +5.0% |
| All | -9.0% | -36.4% | +27.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling