+2.7%
META vs XLB
+21.4%
-18.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +3.1% | 0.0% | +3.0% | +3.1% |
| 30D | -18.2% | +5.3% | -23.5% | -19.6% |
| 3M | +7.8% | 0.0% | +7.8% | +7.9% |
| 6M | +3.6% | +1.2% | +2.4% | +3.2% |
| YTD | -5.3% | +16.9% | -22.2% | -9.7% |
| 1Y | +2.7% | +20.9% | -18.2% | -2.7% |
| All | +2.7% | +21.4% | -18.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling