+81.9%
META vs ETN
+111.8%
-29.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -1.3% |
| 7D | -0.8% | -7.6% | +6.8% | +2.3% |
| 30D | -15.4% | -20.8% | +5.4% | -6.2% |
| 3M | +3.5% | -23.6% | +27.1% | +16.0% |
| 6M | -0.3% | -18.5% | +18.2% | +6.1% |
| YTD | -7.3% | +8.2% | -15.5% | -17.9% |
| 1Y | -1.1% | -8.7% | +7.6% | -3.3% |
| 3Y | +95.1% | +63.3% | +31.8% | +18.6% |
| All | +81.9% | +111.8% | -29.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling