+425.7%
META vs XLE
+167.3%
+258.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +5.7% | -7.9% | +13.6% | +8.0% |
| 30D | -10.8% | -4.8% | -5.9% | -9.7% |
| 3M | +8.4% | +8.4% | 0.0% | +5.7% |
| 6M | +5.4% | +12.7% | -7.3% | +1.2% |
| YTD | -2.6% | +41.3% | -43.9% | -13.5% |
| 1Y | +3.5% | +42.3% | -38.8% | -8.4% |
| 3Y | +102.0% | +65.1% | +36.9% | +69.4% |
| 5Y | +93.1% | +150.2% | -57.1% | +38.3% |
| 10Y | +425.7% | +163.9% | +261.7% | +259.9% |
| All | +425.7% | +167.3% | +258.4% | +259.9% |
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