+0.8%
META vs XLI
+12.2%
-11.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -15.1% | -0.4% | -14.7% | -14.9% |
| 3M | +7.2% | -8.8% | +16.1% | +12.0% |
| 6M | +3.4% | -0.4% | +3.8% | +2.3% |
| YTD | -4.3% | +10.1% | -14.4% | -12.1% |
| 1Y | +0.8% | +12.3% | -11.5% | -8.7% |
| All | +0.8% | +12.2% | -11.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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