+404.3%
META vs XHB
+252.6%
+151.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.7% |
| 30D | -15.4% | +7.8% | -23.2% | -19.4% |
| 3M | +3.5% | -5.5% | +9.0% | +6.2% |
| 6M | -0.3% | -2.6% | +2.3% | -0.3% |
| YTD | -7.3% | +0.4% | -7.7% | -9.9% |
| 1Y | -1.1% | -1.0% | -0.1% | -3.4% |
| 3Y | +95.1% | +37.3% | +57.8% | +47.1% |
| 5Y | +80.6% | +33.7% | +46.9% | +36.8% |
| All | +404.3% | +252.6% | +151.7% | +127.6% |
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