+436.0%
META vs XME
+270.2%
+165.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +3.3% | -0.2% | +3.4% | +3.3% |
| 30D | -10.8% | -9.2% | -1.6% | -7.6% |
| 3M | +7.9% | -17.8% | +25.7% | +15.4% |
| 6M | +5.4% | -20.0% | +25.4% | +12.8% |
| YTD | -2.6% | -6.6% | +4.0% | -2.9% |
| 1Y | +1.9% | +1.8% | +0.1% | -2.1% |
| 3Y | +97.0% | +98.7% | -1.8% | +41.2% |
| 5Y | +97.6% | +123.9% | -26.3% | +34.7% |
| 10Y | +436.0% | +277.9% | +158.2% | +179.7% |
| All | +436.0% | +270.2% | +165.9% | +179.7% |
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