-18.2%
META vs XBI
+71.3%
-89.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +3.6% | +2.9% | +0.7% | +2.8% |
| 3M | +4.9% | +26.2% | -21.3% | -3.5% |
| 6M | -4.7% | +30.7% | -35.4% | -13.5% |
| YTD | -6.9% | +32.9% | -39.8% | -15.8% |
| 1Y | -18.2% | +72.3% | -90.5% | -29.5% |
| All | -18.2% | +71.3% | -89.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling