+462.9%
META vs XLE
+181.7%
+281.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +5.2% | +5.4% | -0.3% | +3.7% |
| 30D | -13.0% | -3.9% | -9.0% | -12.2% |
| 3M | +7.9% | +7.0% | +0.9% | +5.6% |
| 6M | +4.2% | +14.2% | -10.0% | -0.2% |
| YTD | -2.5% | +48.2% | -50.7% | -14.6% |
| 1Y | +5.6% | +47.7% | -42.1% | -7.5% |
| 3Y | +96.8% | +70.0% | +26.8% | +63.8% |
| 5Y | +90.0% | +169.1% | -79.1% | +33.3% |
| All | +462.9% | +181.7% | +281.2% | +281.5% |
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