+1,497.9%
META vs XLE
+216.5%
+1,281.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.1% |
| 7D | -3.1% | -10.3% | +7.2% | -0.1% |
| 30D | -18.1% | -3.3% | -14.8% | -17.4% |
| 3M | +2.9% | +8.2% | -5.3% | +0.1% |
| 6M | +0.2% | +5.0% | -4.8% | -2.1% |
| YTD | -8.1% | +40.6% | -48.7% | -18.7% |
| 1Y | -4.5% | +45.0% | -49.5% | -16.5% |
| 3Y | +94.2% | +56.3% | +37.9% | +64.4% |
| 5Y | +79.1% | +152.2% | -73.2% | +26.3% |
| 10Y | +405.9% | +173.0% | +232.9% | +226.3% |
| All | +1,497.9% | +216.5% | +1,281.4% | +939.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling