+93.1%
META vs XLB
+31.5%
+61.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +3.4% |
| 7D | +5.7% | -1.4% | +7.1% | +7.0% |
| 30D | -10.8% | +7.1% | -17.9% | -16.2% |
| 3M | +8.4% | +0.6% | +7.8% | +7.5% |
| 6M | +5.4% | +3.5% | +1.9% | +1.2% |
| YTD | -2.6% | +18.2% | -20.8% | -18.6% |
| 1Y | +3.5% | +25.6% | -22.1% | -18.8% |
| 3Y | +102.0% | +46.7% | +55.3% | +29.4% |
| 5Y | +93.1% | +30.9% | +62.2% | +46.6% |
| All | +93.1% | +31.5% | +61.6% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling