+1,511.3%
META vs ETN
+1,025.1%
+486.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -1.0% |
| 7D | -0.8% | -7.6% | +6.8% | +2.0% |
| 30D | -15.4% | -20.8% | +5.4% | -7.3% |
| 3M | +3.5% | -23.6% | +27.1% | +14.6% |
| 6M | -0.3% | -18.5% | +18.2% | +5.5% |
| YTD | -7.3% | +8.2% | -15.5% | -14.8% |
| 1Y | -1.1% | -8.7% | +7.6% | -2.0% |
| 3Y | +95.1% | +63.3% | +31.8% | +44.7% |
| 5Y | +80.6% | +115.6% | -35.0% | +17.3% |
| 10Y | +410.1% | +586.7% | -176.5% | +105.2% |
| All | +1,511.3% | +1,025.1% | +486.2% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling