-17.3%
META vs ETN
+20.7%
-38.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +6.7% | +2.0% | +4.7% | +6.4% |
| 30D | +4.8% | -7.9% | +12.7% | +6.1% |
| 3M | -1.6% | -1.6% | 0.0% | -1.4% |
| 6M | -7.5% | +16.9% | -24.3% | -11.6% |
| YTD | -6.4% | +30.1% | -36.5% | -13.0% |
| 1Y | -17.3% | +19.3% | -36.6% | -19.5% |
| All | -17.3% | +20.7% | -38.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling