+81.9%
META vs XLI
+63.4%
+18.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -2.8% | +2.0% | +2.2% |
| 30D | -15.4% | -3.1% | -12.3% | -12.6% |
| 3M | +3.5% | -11.7% | +15.2% | +17.9% |
| 6M | -0.3% | -7.6% | +7.3% | +7.1% |
| YTD | -7.3% | +5.7% | -13.0% | -15.8% |
| 1Y | -1.1% | +7.8% | -8.9% | -12.3% |
| 3Y | +95.1% | +67.4% | +27.7% | -2.9% |
| All | +81.9% | +63.4% | +18.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling