+227.9%
META vs XLC
+134.3%
+93.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +1.3% |
| 7D | +5.7% | +7.1% | -1.4% | -4.9% |
| 30D | -10.8% | -2.7% | -8.0% | -6.9% |
| 3M | +8.4% | -3.2% | +11.6% | +14.3% |
| 6M | +5.4% | -7.7% | +13.0% | +20.1% |
| YTD | -2.6% | -8.0% | +5.4% | +12.4% |
| 1Y | +3.5% | -3.1% | +6.6% | +10.3% |
| 3Y | +102.0% | +64.9% | +37.1% | -0.6% |
| 5Y | +93.1% | +39.5% | +53.6% | +30.2% |
| All | +227.9% | +134.3% | +93.5% | +35.6% |
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