+462.9%
META vs XHB
+237.3%
+225.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -13.0% | +9.9% | -22.9% | -18.0% |
| 3M | +7.9% | -6.3% | +14.2% | +11.4% |
| 6M | +4.2% | +3.8% | +0.4% | +0.4% |
| YTD | -2.5% | +0.1% | -2.7% | -5.2% |
| 1Y | +5.6% | -0.8% | +6.4% | +3.0% |
| 3Y | +96.8% | +35.6% | +61.2% | +49.5% |
| 5Y | +90.0% | +29.6% | +60.5% | +46.2% |
| All | +462.9% | +237.3% | +225.6% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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