+436.0%
META vs ET
+166.6%
+269.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | +3.3% | -1.9% | +5.1% | +3.8% |
| 30D | -10.8% | -3.1% | -7.7% | -10.1% |
| 3M | +7.9% | -3.9% | +11.8% | +8.8% |
| 6M | +5.4% | +4.0% | +1.4% | +3.9% |
| YTD | -2.6% | +26.4% | -29.0% | -9.3% |
| 1Y | +1.9% | +24.9% | -23.0% | -4.9% |
| 3Y | +97.0% | +85.2% | +11.8% | +66.0% |
| 5Y | +97.6% | +218.3% | -120.7% | +45.9% |
| 10Y | +436.0% | +172.0% | +264.1% | +288.9% |
| All | +436.0% | +166.6% | +269.5% | +288.9% |
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