+91.3%
META vs XEL
+52.8%
+38.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | +3.1% | +1.4% | +1.7% | +3.4% |
| 30D | -18.2% | +9.2% | -27.4% | -16.5% |
| 3M | +7.8% | +4.5% | +3.3% | +9.0% |
| 6M | +3.6% | +3.6% | 0.0% | +4.7% |
| YTD | -5.3% | +12.9% | -18.2% | -2.4% |
| 1Y | +2.7% | +4.1% | -1.4% | +4.3% |
| All | +91.3% | +52.8% | +38.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling