+93.4%
META vs XLE
+55.1%
+38.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.6% |
| 7D | -3.1% | -10.3% | +7.2% | -2.1% |
| 30D | -18.1% | -3.3% | -14.8% | -17.9% |
| 3M | +2.9% | +8.2% | -5.3% | +1.6% |
| 6M | +0.2% | +5.0% | -4.8% | -0.6% |
| YTD | -8.1% | +40.6% | -48.7% | -18.0% |
| 1Y | -4.5% | +45.0% | -49.5% | -15.9% |
| All | +93.4% | +55.1% | +38.4% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling