+404.3%
META vs XRT
+149.4%
+254.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.4% |
| 30D | -15.4% | +7.9% | -23.4% | -19.4% |
| 3M | +3.5% | -0.2% | +3.7% | +3.1% |
| 6M | -0.3% | +5.6% | -5.8% | -3.9% |
| YTD | -7.3% | +5.7% | -13.0% | -11.1% |
| 1Y | -1.1% | +14.6% | -15.7% | -9.7% |
| 3Y | +95.1% | +50.7% | +44.4% | +49.7% |
| 5Y | +80.6% | -4.8% | +85.4% | +73.6% |
| All | +404.3% | +149.4% | +254.9% | +190.3% |
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