+81.9%
META vs XLF
+54.7%
+27.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.4% |
| 7D | -0.8% | +1.2% | -1.9% | -2.0% |
| 30D | -15.4% | +6.3% | -21.8% | -20.8% |
| 3M | +3.5% | -0.8% | +4.3% | +4.0% |
| 6M | -0.3% | +11.0% | -11.3% | -10.9% |
| YTD | -7.3% | +5.6% | -13.0% | -12.8% |
| 1Y | -1.1% | +10.8% | -11.9% | -11.6% |
| 3Y | +95.1% | +77.8% | +17.3% | +1.5% |
| All | +81.9% | +54.7% | +27.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling