+1,527.5%
META vs XEL
+342.1%
+1,185.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | -1.0% | +7.7% | +6.9% |
| 30D | +4.8% | -1.9% | +6.7% | +5.2% |
| 3M | -1.6% | -1.9% | +0.3% | -1.4% |
| 6M | -7.5% | -7.4% | 0.0% | -6.1% |
| YTD | -6.4% | +4.1% | -10.5% | -8.0% |
| 1Y | -17.3% | +8.0% | -25.4% | -19.9% |
| 3Y | +109.9% | +48.4% | +61.5% | +81.0% |
| 5Y | +65.4% | +27.2% | +38.1% | +49.2% |
| 10Y | +391.8% | +146.8% | +245.0% | +259.7% |
| All | +1,527.5% | +342.1% | +1,185.3% | +819.6% |
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