+1,546.8%
META vs XEL
+379.7%
+1,167.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -18.2% | +9.2% | -27.4% | -19.9% |
| 3M | +7.8% | +4.5% | +3.3% | +6.6% |
| 6M | +3.6% | +3.6% | 0.0% | +2.4% |
| YTD | -5.3% | +12.9% | -18.2% | -8.8% |
| 1Y | +2.7% | +4.1% | -1.4% | +1.0% |
| 3Y | +91.5% | +52.3% | +39.2% | +65.3% |
| 5Y | +84.7% | +51.6% | +33.1% | +58.2% |
| 10Y | +429.0% | +185.2% | +243.8% | +271.4% |
| All | +1,546.8% | +379.7% | +1,167.1% | +811.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling