-14.3%
META vs ETN
+20.0%
-34.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +6.8% |
| 7D | +10.3% | +6.2% | +4.0% | +9.2% |
| 30D | +9.9% | -6.7% | +16.6% | +11.0% |
| 3M | +11.9% | +3.6% | +8.3% | +11.0% |
| 6M | +1.2% | +18.3% | -17.2% | -3.7% |
| YTD | -0.8% | +31.5% | -32.2% | -8.1% |
| 1Y | -14.3% | +20.6% | -34.9% | -17.3% |
| All | -14.3% | +20.0% | -34.3% | -17.3% |
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