+211.9%
META vs XLC
+128.7%
+83.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.2% |
| 7D | -0.8% | +4.9% | -5.7% | -7.9% |
| 30D | -15.4% | -5.8% | -9.6% | -7.4% |
| 3M | +3.5% | -5.4% | +9.0% | +13.1% |
| 6M | -0.3% | -10.2% | +9.9% | +18.5% |
| YTD | -7.3% | -10.2% | +2.8% | +10.9% |
| 1Y | -1.1% | -5.6% | +4.5% | +9.7% |
| 3Y | +95.1% | +61.0% | +34.1% | -0.5% |
| 5Y | +80.6% | +35.2% | +45.3% | +27.5% |
| All | +211.9% | +128.7% | +83.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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