+1,497.9%
META vs XRT
+287.6%
+1,210.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -2.3% |
| 7D | -3.1% | +2.3% | -5.4% | -4.5% |
| 30D | -18.1% | +9.8% | -27.9% | -22.8% |
| 3M | +2.9% | -0.2% | +3.0% | +2.5% |
| 6M | +0.2% | +8.4% | -8.2% | -5.0% |
| YTD | -8.1% | +7.5% | -15.6% | -12.8% |
| 1Y | -4.5% | +13.2% | -17.7% | -12.3% |
| 3Y | +94.2% | +52.0% | +42.2% | +47.4% |
| 5Y | +79.1% | -3.2% | +82.2% | +72.9% |
| 10Y | +405.9% | +157.1% | +248.8% | +155.6% |
| All | +1,497.9% | +287.6% | +1,210.3% | +628.4% |
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