+1,527.5%
META vs ET
+536.4%
+991.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | +0.9% | +5.8% | +6.5% |
| 30D | +4.8% | +7.5% | -2.7% | +3.5% |
| 3M | -1.6% | +11.4% | -13.0% | -3.5% |
| 6M | -7.5% | +18.5% | -26.0% | -10.4% |
| YTD | -6.4% | +37.4% | -43.8% | -11.6% |
| 1Y | -17.3% | +30.9% | -48.3% | -21.3% |
| 3Y | +109.9% | +98.7% | +11.2% | +86.8% |
| 5Y | +65.4% | +230.7% | -165.4% | +36.0% |
| 10Y | +391.8% | +175.6% | +216.2% | +294.4% |
| All | +1,527.5% | +536.4% | +991.1% | +1,176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling