+96.8%
META vs XLF
+81.9%
+14.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.2% |
| 7D | +5.2% | +2.7% | +2.5% | +2.9% |
| 30D | -13.0% | +7.6% | -20.6% | -18.4% |
| 3M | +7.9% | +1.1% | +6.9% | +6.9% |
| 6M | +4.2% | +15.9% | -11.7% | -8.4% |
| YTD | -2.5% | +8.4% | -11.0% | -9.5% |
| 1Y | +5.6% | +12.5% | -6.9% | -5.1% |
| 3Y | +96.8% | +81.6% | +15.2% | +21.6% |
| All | +96.8% | +81.9% | +14.9% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling