+107.3%
META vs XLB
+32.8%
+74.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +6.7% | -1.4% | +8.1% | +7.6% |
| 30D | +4.8% | -0.4% | +5.1% | +5.0% |
| 3M | -1.6% | +2.0% | -3.6% | -3.1% |
| 6M | -7.5% | +1.8% | -9.3% | -8.9% |
| YTD | -6.4% | +16.6% | -23.0% | -16.7% |
| 1Y | -17.3% | +16.9% | -34.3% | -26.8% |
| All | +107.3% | +32.8% | +74.5% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling