+375.1%
META vs XLF
+246.2%
+128.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.4% |
| 7D | +6.0% | +0.2% | +5.9% | +5.9% |
| 30D | +3.6% | -0.5% | +4.1% | +4.0% |
| 3M | +4.9% | +10.6% | -5.7% | -2.2% |
| 6M | -4.7% | +14.3% | -19.0% | -13.1% |
| YTD | -6.9% | +5.5% | -12.4% | -10.3% |
| 1Y | -18.2% | +9.6% | -27.7% | -23.3% |
| 3Y | +107.8% | +75.2% | +32.6% | +42.2% |
| 5Y | +63.9% | +65.5% | -1.6% | +17.6% |
| 10Y | +375.1% | +246.4% | +128.6% | +148.5% |
| All | +375.1% | +246.2% | +128.9% | +148.5% |
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