-18.2%
META vs XME
+42.7%
-60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | +6.0% | +3.6% | +2.4% | +5.5% |
| 30D | +3.6% | +3.6% | 0.0% | +3.0% |
| 3M | +4.9% | +1.2% | +3.7% | +5.1% |
| 6M | -4.7% | +9.0% | -13.7% | -6.5% |
| YTD | -6.9% | +15.9% | -22.8% | -10.1% |
| 1Y | -18.2% | +43.2% | -61.4% | -19.1% |
| All | -18.2% | +42.7% | -60.9% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling