+433.3%
META vs XYL
+104.0%
+329.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.1% |
| 7D | -0.2% | -5.9% | +5.7% | +2.8% |
| 30D | -15.4% | -7.3% | -8.1% | -13.2% |
| 3M | +5.0% | -22.5% | +27.5% | +17.8% |
| 6M | +5.2% | -14.4% | +19.6% | +11.7% |
| YTD | -4.5% | -29.4% | +24.9% | +11.4% |
| 1Y | +0.6% | -35.6% | +36.2% | +23.1% |
| 3Y | +93.1% | +0.3% | +92.8% | +87.2% |
| 5Y | +93.7% | -22.3% | +116.0% | +105.9% |
| 10Y | +433.3% | +103.2% | +330.1% | +312.2% |
| All | +433.3% | +104.0% | +329.4% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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