+93.4%
META vs XLC
+59.8%
+33.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.0% |
| 7D | -3.1% | +3.1% | -6.2% | -8.0% |
| 30D | -18.1% | -6.5% | -11.6% | -8.3% |
| 3M | +2.9% | -5.6% | +8.4% | +13.4% |
| 6M | +0.2% | -9.2% | +9.4% | +18.6% |
| YTD | -8.1% | -10.6% | +2.5% | +12.1% |
| 1Y | -4.5% | -6.9% | +2.3% | +8.9% |
| All | +93.4% | +59.8% | +33.6% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling