+1,511.3%
META vs XME
+176.5%
+1,334.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.2% |
| 7D | -0.8% | -4.5% | +3.7% | +0.6% |
| 30D | -15.4% | -10.9% | -4.5% | -12.4% |
| 3M | +3.5% | -15.3% | +18.8% | +8.6% |
| 6M | -0.3% | -24.6% | +24.3% | +7.6% |
| YTD | -7.3% | -9.6% | +2.3% | -6.4% |
| 1Y | -1.1% | +2.9% | -4.0% | -4.4% |
| 3Y | +95.1% | +86.9% | +8.2% | +52.4% |
| 5Y | +80.6% | +115.2% | -34.6% | +34.9% |
| 10Y | +410.1% | +305.7% | +104.4% | +200.8% |
| All | +1,511.3% | +176.5% | +1,334.8% | +960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling