+404.3%
META vs XLB
+170.1%
+234.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.4% |
| 7D | -0.8% | -1.5% | +0.7% | +0.3% |
| 30D | -15.4% | +6.1% | -21.5% | -19.3% |
| 3M | +3.5% | 0.0% | +3.5% | +3.1% |
| 6M | -0.3% | 0.0% | -0.2% | -1.0% |
| YTD | -7.3% | +16.0% | -23.4% | -18.6% |
| 1Y | -1.1% | +24.7% | -25.8% | -18.1% |
| 3Y | +95.1% | +40.4% | +54.7% | +45.6% |
| 5Y | +80.6% | +30.7% | +49.9% | +44.5% |
| All | +404.3% | +170.1% | +234.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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