-0.3%
META vs XE
-62.9%
+62.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.9% | -15.1% | -0.1% |
| 7D | -0.8% | -4.6% | +3.8% | -0.7% |
| 30D | -15.4% | -27.5% | +12.1% | -14.3% |
| 3M | +3.5% | -49.9% | +53.4% | +5.8% |
| 6M | -0.3% | -67.2% | +66.9% | -2.2% |
| All | -0.3% | -62.9% | +62.7% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling