+436.0%
META vs XHB
+248.4%
+187.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.5% |
| 7D | +3.3% | +1.2% | +2.1% | +2.5% |
| 30D | -10.8% | +8.9% | -19.6% | -15.4% |
| 3M | +7.9% | -4.2% | +12.0% | +9.9% |
| 6M | +5.4% | +1.4% | +4.0% | +3.0% |
| YTD | -2.6% | +1.2% | -3.8% | -5.8% |
| 1Y | +1.9% | -1.3% | +3.1% | -0.3% |
| 3Y | +97.0% | +36.6% | +60.4% | +49.1% |
| 5Y | +97.6% | +34.3% | +63.4% | +49.2% |
| 10Y | +436.0% | +241.1% | +195.0% | +133.3% |
| All | +436.0% | +248.4% | +187.6% | +133.3% |
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