+1,594.6%
META vs XLV
+558.0%
+1,036.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.4% |
| 7D | +5.2% | +2.2% | +3.0% | +3.3% |
| 30D | -13.0% | +8.6% | -21.6% | -19.0% |
| 3M | +7.9% | +12.6% | -4.6% | -3.0% |
| 6M | +4.2% | +29.8% | -25.5% | -17.9% |
| YTD | -2.5% | +23.5% | -26.0% | -20.2% |
| 1Y | +5.6% | +25.7% | -20.1% | -15.1% |
| 3Y | +96.8% | +56.3% | +40.5% | +27.0% |
| 5Y | +90.0% | +53.1% | +37.0% | +27.1% |
| 10Y | +444.3% | +216.7% | +227.6% | +93.7% |
| All | +1,594.6% | +558.0% | +1,036.6% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling