+418.8%
META vs ETN
+684.6%
-265.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.3% |
| 7D | +10.3% | +6.2% | +4.0% | +7.2% |
| 30D | +9.9% | -6.7% | +16.6% | +13.1% |
| 3M | +11.9% | +3.6% | +8.3% | +8.1% |
| 6M | +1.2% | +18.3% | -17.2% | -9.4% |
| YTD | -0.8% | +31.5% | -32.2% | -16.3% |
| 1Y | -14.3% | +20.6% | -34.9% | -25.1% |
| 3Y | +121.4% | +82.5% | +38.8% | +52.2% |
| 5Y | +74.5% | +177.8% | -103.3% | -3.7% |
| 10Y | +418.8% | +705.0% | -286.2% | +80.8% |
| All | +418.8% | +684.6% | -265.8% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling