+374.8%
META vs XHB
+211.6%
+163.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | +6.7% | -1.3% | +8.0% | +7.5% |
| 30D | +4.8% | -6.9% | +11.6% | +9.1% |
| 3M | -1.6% | -1.3% | -0.4% | -1.6% |
| 6M | -7.5% | -6.8% | -0.7% | -4.8% |
| YTD | -6.4% | +0.7% | -7.1% | -8.6% |
| 1Y | -17.3% | -11.2% | -6.1% | -13.4% |
| 3Y | +109.9% | +25.3% | +84.6% | +69.2% |
| 5Y | +65.4% | +37.3% | +28.0% | +24.3% |
| All | +374.8% | +211.6% | +163.2% | +121.9% |
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