+375.1%
META vs ET
+163.5%
+211.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | +6.9% | -3.2% | +1.8% |
| 3M | +4.9% | +13.1% | -8.2% | +1.4% |
| 6M | -4.7% | +18.7% | -23.4% | -9.3% |
| YTD | -6.9% | +37.4% | -44.3% | -14.8% |
| 1Y | -18.2% | +34.8% | -53.0% | -24.8% |
| 3Y | +107.8% | +96.8% | +10.9% | +73.3% |
| 5Y | +63.9% | +238.2% | -174.3% | +20.1% |
| 10Y | +375.1% | +159.4% | +215.6% | +258.4% |
| All | +375.1% | +163.5% | +211.6% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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