+0.2%
META vs XRT
+8.9%
-8.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -2.9% |
| 7D | -3.1% | +2.3% | -5.4% | -3.9% |
| 30D | -18.1% | +9.8% | -27.9% | -21.5% |
| 3M | +2.9% | -0.2% | +3.0% | +4.0% |
| 6M | +0.2% | +8.4% | -8.2% | -2.7% |
| All | +0.2% | +8.9% | -8.7% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling