+1,593.7%
META vs XEL
+371.9%
+1,221.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | +5.7% | +1.1% | +4.7% | +5.5% |
| 30D | -10.8% | +8.7% | -19.4% | -12.5% |
| 3M | +8.4% | +3.5% | +4.9% | +7.4% |
| 6M | +5.4% | +2.6% | +2.8% | +4.4% |
| YTD | -2.6% | +11.1% | -13.6% | -5.9% |
| 1Y | +3.5% | +2.2% | +1.3% | +2.2% |
| 3Y | +102.0% | +51.1% | +50.9% | +74.6% |
| 5Y | +93.1% | +48.0% | +45.0% | +66.4% |
| 10Y | +425.7% | +175.3% | +250.3% | +272.9% |
| All | +1,593.7% | +371.9% | +1,221.8% | +841.2% |
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