+1,527.5%
META vs XLP
+266.7%
+1,260.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | +6.7% | -1.0% | +7.7% | +7.5% |
| 30D | +4.8% | -0.9% | +5.6% | +5.4% |
| 3M | -1.6% | +3.8% | -5.4% | -4.7% |
| 6M | -7.5% | -1.7% | -5.7% | -6.8% |
| YTD | -6.4% | +10.3% | -16.7% | -14.2% |
| 1Y | -17.3% | +7.8% | -25.1% | -23.1% |
| 3Y | +109.9% | +27.2% | +82.7% | +68.0% |
| 5Y | +65.4% | +32.5% | +32.8% | +28.6% |
| 10Y | +391.8% | +101.8% | +290.0% | +174.9% |
| All | +1,527.5% | +266.7% | +1,260.7% | +556.3% |
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