+92.8%
META vs XLI
+74.2%
+18.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -3.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.9% |
| 30D | -15.4% | +1.1% | -16.4% | -16.1% |
| 3M | +5.0% | -7.7% | +12.7% | +12.2% |
| 6M | +5.2% | -1.8% | +7.0% | +5.8% |
| YTD | -4.5% | +11.1% | -15.6% | -15.7% |
| 1Y | +0.6% | +12.1% | -11.5% | -12.1% |
| All | +92.8% | +74.2% | +18.6% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling