-17.3%
META vs XLI
+18.3%
-35.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +6.7% | -1.1% | +7.8% | +7.2% |
| 30D | +4.8% | -5.9% | +10.7% | +7.9% |
| 3M | -1.6% | -0.3% | -1.4% | -2.0% |
| 6M | -7.5% | +0.1% | -7.6% | -10.2% |
| YTD | -6.4% | +13.6% | -20.0% | -14.9% |
| 1Y | -17.3% | +17.2% | -34.5% | -25.5% |
| All | -17.3% | +18.3% | -35.6% | -25.5% |
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