+433.3%
META vs XLB
+165.5%
+267.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.2% | -1.6% | +1.4% | +1.1% |
| 30D | -15.4% | +7.2% | -22.6% | -19.9% |
| 3M | +5.0% | 0.0% | +5.0% | +4.7% |
| 6M | +5.2% | +2.3% | +2.9% | +2.6% |
| YTD | -4.5% | +18.4% | -22.9% | -17.4% |
| 1Y | +0.6% | +23.3% | -22.7% | -15.9% |
| 3Y | +93.1% | +45.2% | +47.9% | +40.4% |
| 5Y | +93.7% | +31.0% | +62.7% | +54.4% |
| 10Y | +433.3% | +168.8% | +264.6% | +139.2% |
| All | +433.3% | +165.5% | +267.9% | +139.2% |
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