+379.6%
META vs XLE
+177.7%
+201.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +6.0% |
| 30D | +4.8% | +11.8% | -7.0% | +1.5% |
| 3M | -1.6% | +9.8% | -11.5% | -4.5% |
| 6M | -7.5% | +15.6% | -23.0% | -12.1% |
| YTD | -6.4% | +45.3% | -51.7% | -17.3% |
| 1Y | -17.3% | +48.3% | -65.7% | -27.6% |
| 3Y | +109.9% | +55.4% | +54.5% | +79.4% |
| 5Y | +65.4% | +216.1% | -150.7% | +9.9% |
| All | +379.6% | +177.7% | +201.9% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling