+108.3%
META vs XLU
+51.2%
+57.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.8% | +5.9% | +6.6% |
| 30D | +4.8% | -1.3% | +6.1% | +4.9% |
| 3M | -1.6% | -1.3% | -0.3% | -1.7% |
| 6M | -7.5% | -7.6% | +0.2% | -6.6% |
| YTD | -6.4% | +2.3% | -8.7% | -7.3% |
| 1Y | -17.3% | +5.8% | -23.1% | -18.5% |
| All | +108.3% | +51.2% | +57.1% | +101.2% |
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