-1.1%
META vs XLC
-6.4%
+5.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.1% |
| 7D | -0.8% | +4.9% | -5.7% | -8.4% |
| 30D | -15.4% | -5.8% | -9.6% | -6.1% |
| 3M | +3.5% | -5.4% | +9.0% | +14.3% |
| 6M | -0.3% | -10.2% | +9.9% | +21.0% |
| YTD | -7.3% | -10.2% | +2.8% | +10.7% |
| 1Y | -1.1% | -5.6% | +4.5% | +11.0% |
| All | -1.1% | -6.4% | +5.3% | +11.0% |
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