+404.3%
META vs XME
+300.2%
+104.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.4% |
| 7D | -0.8% | -4.5% | +3.7% | +0.8% |
| 30D | -15.4% | -10.9% | -4.5% | -11.9% |
| 3M | +3.5% | -15.3% | +18.8% | +9.4% |
| 6M | -0.3% | -24.6% | +24.3% | +9.0% |
| YTD | -7.3% | -9.6% | +2.3% | -6.5% |
| 1Y | -1.1% | +2.9% | -4.0% | -5.4% |
| 3Y | +95.1% | +86.9% | +8.2% | +43.5% |
| 5Y | +80.6% | +115.2% | -34.6% | +25.2% |
| All | +404.3% | +300.2% | +104.1% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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 · 6 months rolling