+444.1%
META vs XLF
+226.3%
+217.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | +3.3% | +1.9% | +1.4% | +1.9% |
| 30D | -10.8% | +6.5% | -17.3% | -14.7% |
| 3M | +7.9% | +1.2% | +6.7% | +6.9% |
| 6M | +5.4% | +14.6% | -9.2% | -4.4% |
| YTD | -2.6% | +7.7% | -10.3% | -7.6% |
| 1Y | +1.9% | +11.8% | -9.9% | -5.9% |
| 3Y | +97.0% | +80.1% | +16.9% | +31.4% |
| 5Y | +97.6% | +59.0% | +38.6% | +43.8% |
| All | +444.1% | +226.3% | +217.8% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling