+1,527.5%
META vs XME
+250.7%
+1,276.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | +6.0% | -1.2% | +2.7% |
| 3M | -1.6% | -7.7% | +6.1% | +0.3% |
| 6M | -7.5% | +1.0% | -8.4% | -8.8% |
| YTD | -6.4% | +14.6% | -21.0% | -12.0% |
| 1Y | -17.3% | +46.0% | -63.3% | -28.7% |
| 3Y | +109.9% | +127.0% | -17.1% | +54.7% |
| 5Y | +65.4% | +175.8% | -110.4% | +14.4% |
| 10Y | +391.8% | +414.6% | -22.8% | +169.5% |
| All | +1,527.5% | +250.7% | +1,276.7% | +897.2% |
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