+1,527.5%
META vs XBI
+538.7%
+988.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +6.7% | +0.9% | +5.8% | +6.3% |
| 30D | +4.8% | +7.1% | -2.3% | +1.1% |
| 3M | -1.6% | +22.9% | -24.5% | -11.7% |
| 6M | -7.5% | +29.7% | -37.2% | -19.2% |
| YTD | -6.4% | +34.5% | -40.9% | -20.0% |
| 1Y | -17.3% | +76.1% | -93.4% | -38.2% |
| 3Y | +109.9% | +103.2% | +6.7% | +42.6% |
| 5Y | +65.4% | +22.8% | +42.5% | +39.1% |
| 10Y | +391.8% | +176.3% | +215.5% | +180.6% |
| All | +1,527.5% | +538.7% | +988.8% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling