+97.0%
META vs XHB
+38.6%
+58.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | -10.8% | +8.9% | -19.6% | -13.5% |
| 3M | +7.9% | -4.2% | +12.0% | +9.3% |
| 6M | +5.4% | +1.4% | +4.0% | +4.1% |
| YTD | -2.6% | +1.2% | -3.8% | -4.6% |
| 1Y | +1.9% | -1.3% | +3.1% | +0.5% |
| 3Y | +97.0% | +36.6% | +60.4% | +71.4% |
| All | +97.0% | +38.6% | +58.4% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling