+1,563.7%
META vs XLP
+301.3%
+1,262.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | -0.9% |
| 7D | +2.9% | +5.9% | -3.0% | -1.3% |
| 30D | -15.1% | +13.5% | -28.5% | -22.7% |
| 3M | +7.2% | +8.4% | -1.2% | +0.6% |
| 6M | +3.4% | +11.5% | -8.2% | -5.3% |
| YTD | -4.3% | +20.6% | -25.0% | -18.2% |
| 1Y | +0.8% | +24.3% | -23.5% | -15.9% |
| 3Y | +102.2% | +45.1% | +57.1% | +45.8% |
| 5Y | +89.4% | +44.6% | +44.8% | +37.8% |
| 10Y | +426.7% | +133.1% | +293.7% | +163.0% |
| All | +1,563.7% | +301.3% | +1,262.4% | +525.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling