+5.6%
META vs XLC
-2.4%
+8.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.2% |
| 7D | +5.2% | +3.7% | +1.4% | -1.0% |
| 30D | -13.0% | -1.9% | -11.1% | -9.6% |
| 3M | +7.9% | -3.1% | +11.0% | +14.7% |
| 6M | +4.2% | -6.4% | +10.6% | +18.3% |
| YTD | -2.5% | -6.8% | +4.3% | +10.2% |
| 1Y | +5.6% | -1.7% | +7.3% | +10.2% |
| All | +5.6% | -2.4% | +8.0% | +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