+1,527.5%
META vs XRT
+272.0%
+1,255.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | +6.7% | +0.8% | +5.9% | +6.2% |
| 30D | +4.8% | -4.2% | +8.9% | +7.4% |
| 3M | -1.6% | +5.1% | -6.7% | -4.5% |
| 6M | -7.5% | +2.4% | -9.9% | -8.9% |
| YTD | -6.4% | +3.2% | -9.6% | -8.6% |
| 1Y | -17.3% | +1.5% | -18.9% | -18.7% |
| 3Y | +109.9% | +40.6% | +69.4% | +67.4% |
| 5Y | +65.4% | -1.0% | +66.3% | +59.1% |
| 10Y | +391.8% | +128.4% | +263.4% | +169.2% |
| All | +1,527.5% | +272.0% | +1,255.5% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling