+1,527.5%
META vs XLB
+324.4%
+1,203.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +6.7% | -1.4% | +8.1% | +7.8% |
| 30D | +4.8% | -0.4% | +5.1% | +5.0% |
| 3M | -1.6% | +2.0% | -3.6% | -3.4% |
| 6M | -7.5% | +1.8% | -9.3% | -9.1% |
| YTD | -6.4% | +16.6% | -23.0% | -17.2% |
| 1Y | -17.3% | +16.9% | -34.3% | -27.2% |
| 3Y | +109.9% | +32.6% | +77.4% | +67.1% |
| 5Y | +65.4% | +35.6% | +29.7% | +31.6% |
| 10Y | +391.8% | +160.0% | +231.8% | +145.9% |
| All | +1,527.5% | +324.4% | +1,203.1% | +575.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling