+572.9%
META vs XLRE
+112.0%
+460.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +6.7% | -1.2% | +7.9% | +7.6% |
| 30D | +4.8% | -2.8% | +7.6% | +6.7% |
| 3M | -1.6% | -0.2% | -1.4% | -1.7% |
| 6M | -7.5% | +1.9% | -9.4% | -8.9% |
| YTD | -6.4% | +10.6% | -17.0% | -12.7% |
| 1Y | -17.3% | +8.8% | -26.2% | -22.3% |
| 3Y | +109.9% | +31.5% | +78.4% | +70.3% |
| 5Y | +65.4% | +6.6% | +58.8% | +55.2% |
| 10Y | +391.8% | +84.0% | +307.8% | +233.5% |
| All | +572.9% | +112.0% | +460.9% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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