+81.9%
META vs XME
+110.8%
-28.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.5% |
| 7D | -0.8% | -4.5% | +3.7% | +1.0% |
| 30D | -15.4% | -10.9% | -4.5% | -11.5% |
| 3M | +3.5% | -15.3% | +18.8% | +9.9% |
| 6M | -0.3% | -24.6% | +24.3% | +10.1% |
| YTD | -7.3% | -9.6% | +2.3% | -7.1% |
| 1Y | -1.1% | +2.9% | -4.0% | -7.2% |
| 3Y | +95.1% | +86.9% | +8.2% | +28.9% |
| All | +81.9% | +110.8% | -28.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling