+209.3%
META vs XLC
+127.8%
+81.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.0% |
| 7D | -3.1% | +3.1% | -6.2% | -7.7% |
| 30D | -18.1% | -6.5% | -11.6% | -9.2% |
| 3M | +2.9% | -5.6% | +8.4% | +12.6% |
| 6M | +0.2% | -9.2% | +9.4% | +17.2% |
| YTD | -8.1% | -10.6% | +2.5% | +10.7% |
| 1Y | -4.5% | -6.9% | +2.3% | +8.1% |
| 3Y | +94.2% | +59.9% | +34.3% | +0.1% |
| 5Y | +79.1% | +34.7% | +44.4% | +27.2% |
| All | +209.3% | +127.8% | +81.6% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling