+96.8%
META vs XLV
+57.1%
+39.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +5.2% | +2.2% | +3.0% | +4.3% |
| 30D | -13.0% | +8.6% | -21.6% | -15.6% |
| 3M | +7.9% | +12.6% | -4.6% | +3.1% |
| 6M | +4.2% | +29.8% | -25.5% | -6.8% |
| YTD | -2.5% | +23.5% | -26.0% | -11.1% |
| 1Y | +5.6% | +25.7% | -20.1% | -4.6% |
| 3Y | +96.8% | +56.3% | +40.5% | +70.9% |
| All | +96.8% | +57.1% | +39.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling