-17.3%
META vs XLE
+49.3%
-66.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.7% |
| 7D | +6.7% | +2.2% | +4.5% | +7.6% |
| 30D | +4.8% | +11.8% | -7.0% | +9.3% |
| 3M | -1.6% | +9.8% | -11.5% | +2.5% |
| 6M | -7.5% | +15.6% | -23.0% | -3.8% |
| YTD | -6.4% | +45.3% | -51.7% | -3.8% |
| 1Y | -17.3% | +48.3% | -65.7% | -16.1% |
| All | -17.3% | +49.3% | -66.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling