+404.3%
META vs XYL
+129.0%
+275.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.9% |
| 7D | -0.8% | +5.9% | -6.7% | -3.7% |
| 30D | -15.4% | -3.9% | -11.5% | -14.8% |
| 3M | +3.5% | -18.7% | +22.2% | +13.2% |
| 6M | -0.3% | -16.9% | +16.6% | +7.5% |
| YTD | -7.3% | -27.4% | +20.0% | +6.5% |
| 1Y | -1.1% | -34.0% | +32.9% | +19.5% |
| 3Y | +95.1% | +5.6% | +89.5% | +84.4% |
| 5Y | +80.6% | -20.6% | +101.1% | +89.5% |
| All | +404.3% | +129.0% | +275.3% | +292.3% |
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