+92.2%
META vs XLU
+54.9%
+37.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -15.4% | +4.8% | -20.2% | -15.8% |
| 3M | +3.5% | +0.2% | +3.4% | +3.5% |
| 6M | -0.3% | -4.3% | +4.1% | +0.2% |
| YTD | -7.3% | +3.1% | -10.5% | -8.4% |
| 1Y | -1.1% | +0.3% | -1.4% | -1.7% |
| All | +92.2% | +54.9% | +37.3% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling