+375.1%
META vs XLU
+139.3%
+235.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +6.0% | +2.1% | +3.9% | +5.2% |
| 30D | +3.6% | -0.4% | +4.0% | +3.7% |
| 3M | +4.9% | +0.5% | +4.4% | +4.5% |
| 6M | -4.7% | -5.8% | +1.1% | -2.8% |
| YTD | -6.9% | +3.1% | -10.0% | -8.8% |
| 1Y | -18.2% | +8.1% | -26.3% | -21.5% |
| 3Y | +107.8% | +50.5% | +57.2% | +70.4% |
| 5Y | +63.9% | +44.7% | +19.2% | +36.5% |
| 10Y | +375.1% | +136.8% | +238.2% | +233.1% |
| All | +375.1% | +139.3% | +235.8% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling