+375.1%
META vs XLI
+252.7%
+122.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +6.0% | +1.0% | +5.1% | +5.2% |
| 30D | +3.6% | -5.8% | +9.4% | +8.7% |
| 3M | +4.9% | +0.7% | +4.2% | +3.7% |
| 6M | -4.7% | +3.2% | -7.9% | -7.8% |
| YTD | -6.9% | +13.0% | -19.9% | -16.7% |
| 1Y | -18.2% | +16.8% | -35.0% | -28.9% |
| 3Y | +107.8% | +72.4% | +35.3% | +32.1% |
| 5Y | +63.9% | +82.8% | -18.9% | +1.2% |
| 10Y | +375.1% | +252.4% | +122.6% | +90.3% |
| All | +375.1% | +252.7% | +122.3% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling