+405.1%
META vs XLY
+218.0%
+187.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +5.5% | -3.9% | +9.4% | +9.8% |
| 30D | +7.6% | -6.1% | +13.7% | +14.7% |
| 3M | +13.0% | -1.2% | +14.1% | +14.3% |
| 6M | -1.3% | -1.8% | +0.5% | +0.8% |
| YTD | -2.2% | -5.9% | +3.7% | +4.2% |
| 1Y | -14.0% | -3.1% | -10.9% | -11.3% |
| 3Y | +118.2% | +36.0% | +82.2% | +56.3% |
| 5Y | +71.7% | +27.6% | +44.1% | +33.7% |
| All | +405.1% | +218.0% | +187.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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