+433.3%
META vs XRT
+145.8%
+287.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | -1.4% | +1.2% | +0.7% |
| 30D | -15.4% | +9.8% | -25.1% | -20.1% |
| 3M | +5.0% | +3.3% | +1.8% | +2.7% |
| 6M | +5.2% | +13.6% | -8.4% | -2.8% |
| YTD | -4.5% | +9.1% | -13.6% | -10.0% |
| 1Y | +0.6% | +15.1% | -14.5% | -8.3% |
| 3Y | +93.1% | +59.9% | +33.1% | +43.1% |
| 5Y | +93.7% | -1.7% | +95.4% | +83.0% |
| 10Y | +433.3% | +141.1% | +292.2% | +190.5% |
| All | +433.3% | +145.8% | +287.5% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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