+79.1%
META vs XLP
+43.0%
+36.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -3.1% | +3.5% | -6.6% | -4.8% |
| 30D | -18.1% | +11.6% | -29.7% | -22.9% |
| 3M | +2.9% | +7.6% | -4.8% | -1.4% |
| 6M | +0.2% | +10.0% | -9.8% | -5.3% |
| YTD | -8.1% | +19.7% | -27.8% | -18.8% |
| 1Y | -4.5% | +23.5% | -28.0% | -17.7% |
| 3Y | +94.2% | +44.0% | +50.2% | +40.4% |
| 5Y | +79.1% | +42.7% | +36.4% | +32.0% |
| All | +79.1% | +43.0% | +36.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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