+1,527.5%
META vs XLV
+495.1%
+1,032.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.9% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +4.8% | +4.4% | +0.3% | +0.6% |
| 3M | -1.6% | +13.2% | -14.9% | -12.5% |
| 6M | -7.5% | +10.1% | -17.6% | -15.7% |
| YTD | -6.4% | +11.7% | -18.1% | -16.2% |
| 1Y | -17.3% | +26.9% | -44.3% | -34.5% |
| 3Y | +109.9% | +35.0% | +75.0% | +54.8% |
| 5Y | +65.4% | +35.9% | +29.5% | +22.8% |
| 10Y | +391.8% | +179.0% | +212.8% | +95.3% |
| All | +1,527.5% | +495.1% | +1,032.4% | +260.5% |
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