+62.8%
META vs XLE
+217.6%
-154.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +6.3% |
| 30D | +4.8% | +11.8% | -7.0% | +2.6% |
| 3M | -1.6% | +9.8% | -11.5% | -3.5% |
| 6M | -7.5% | +15.6% | -23.0% | -10.9% |
| YTD | -6.4% | +45.3% | -51.7% | -15.2% |
| 1Y | -17.3% | +48.3% | -65.7% | -25.7% |
| 3Y | +109.9% | +55.4% | +54.5% | +84.6% |
| All | +62.8% | +217.6% | -154.8% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling