+62.8%
META vs ET
+232.1%
-169.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +0.9% | +5.8% | +6.4% |
| 30D | +4.8% | +7.5% | -2.7% | +1.9% |
| 3M | -1.6% | +11.4% | -13.0% | -5.7% |
| 6M | -7.5% | +18.5% | -26.0% | -14.0% |
| YTD | -6.4% | +37.4% | -43.8% | -18.3% |
| 1Y | -17.3% | +30.9% | -48.3% | -26.4% |
| 3Y | +109.9% | +98.7% | +11.2% | +57.8% |
| All | +62.8% | +232.1% | -169.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling