-7.5%
META vs XLC
-4.3%
-3.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +3.0% |
| 7D | +6.7% | -0.8% | +7.6% | +8.2% |
| 30D | +4.8% | +1.0% | +3.7% | +2.9% |
| 3M | -1.6% | -0.7% | -0.9% | -0.1% |
| 6M | -7.5% | -5.1% | -2.3% | +2.3% |
| All | -7.5% | -4.3% | -3.1% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling