+405.1%
META vs XLV
+175.4%
+229.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -0.9% |
| 7D | +5.5% | -4.4% | +9.9% | +9.6% |
| 30D | +7.6% | -1.4% | +9.0% | +8.6% |
| 3M | +13.0% | +8.9% | +4.1% | +3.9% |
| 6M | -1.3% | +9.1% | -10.4% | -9.5% |
| YTD | -2.2% | +7.9% | -10.1% | -9.9% |
| 1Y | -14.0% | +22.7% | -36.8% | -30.2% |
| 3Y | +118.2% | +31.9% | +86.3% | +62.5% |
| 5Y | +71.7% | +34.9% | +36.8% | +26.9% |
| All | +405.1% | +175.4% | +229.7% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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