+1.9%
META vs XLC
-3.3%
+5.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.6% |
| 7D | +3.3% | +6.2% | -3.0% | -6.5% |
| 30D | -10.8% | -2.4% | -8.4% | -6.6% |
| 3M | +7.9% | -3.3% | +11.2% | +15.0% |
| 6M | +5.4% | -7.3% | +12.7% | +21.4% |
| YTD | -2.6% | -7.6% | +5.0% | +11.2% |
| 1Y | +1.9% | -3.7% | +5.6% | +10.2% |
| All | +1.9% | -3.3% | +5.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling