+1.9%
META vs ETN
-5.9%
+7.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +3.3% | -9.3% | +12.6% | +4.6% |
| 30D | -10.8% | -17.3% | +6.5% | -8.5% |
| 3M | +7.9% | -20.1% | +28.0% | +11.1% |
| 6M | +5.4% | -11.3% | +16.7% | +7.0% |
| YTD | -2.6% | +12.5% | -15.1% | -5.7% |
| 1Y | +1.9% | -5.6% | +7.5% | +1.6% |
| All | +1.9% | -5.9% | +7.8% | +1.6% |
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