-17.3%
META vs XLF
+9.9%
-27.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | -1.6% | +11.7% | -13.3% | -9.7% |
| 6M | -7.5% | +13.8% | -21.3% | -17.2% |
| YTD | -6.4% | +7.0% | -13.4% | -13.6% |
| 1Y | -17.3% | +9.1% | -26.5% | -24.9% |
| All | -17.3% | +9.9% | -27.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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