+436.0%
META vs XRT
+147.6%
+288.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | +4.1% | -0.8% | +0.9% |
| 30D | -10.8% | +9.9% | -20.7% | -15.8% |
| 3M | +7.9% | +2.3% | +5.6% | +6.1% |
| 6M | +5.4% | +9.6% | -4.2% | -0.6% |
| YTD | -2.6% | +9.1% | -11.7% | -8.3% |
| 1Y | +1.9% | +16.2% | -14.4% | -7.7% |
| 3Y | +97.0% | +60.1% | +36.9% | +45.9% |
| 5Y | +97.6% | -0.5% | +98.1% | +85.6% |
| 10Y | +436.0% | +145.1% | +290.9% | +195.0% |
| All | +436.0% | +147.6% | +288.5% | +195.0% |
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