+405.1%
META vs XBI
+161.4%
+243.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +5.5% | -4.6% | +10.1% | +8.0% |
| 30D | +7.6% | -0.8% | +8.3% | +7.5% |
| 3M | +13.0% | +21.8% | -8.9% | +0.8% |
| 6M | -1.3% | +23.2% | -24.5% | -12.6% |
| YTD | -2.2% | +28.7% | -30.9% | -15.8% |
| 1Y | -14.0% | +67.8% | -81.8% | -35.9% |
| 3Y | +118.2% | +100.6% | +17.6% | +43.2% |
| 5Y | +71.7% | +19.8% | +51.8% | +43.3% |
| All | +405.1% | +161.4% | +243.7% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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