+1,527.5%
META vs ETN
+1,252.7%
+274.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.5% |
| 7D | +6.7% | +2.0% | +4.7% | +5.8% |
| 30D | +4.8% | -7.9% | +12.7% | +8.3% |
| 3M | -1.6% | -1.6% | 0.0% | -2.4% |
| 6M | -7.5% | +16.9% | -24.3% | -15.9% |
| YTD | -6.4% | +30.1% | -36.5% | -19.5% |
| 1Y | -17.3% | +19.3% | -36.6% | -26.5% |
| 3Y | +109.9% | +82.5% | +27.4% | +50.1% |
| 5Y | +65.4% | +166.8% | -101.5% | -0.9% |
| 10Y | +391.8% | +649.7% | -257.9% | +90.6% |
| All | +1,527.5% | +1,252.7% | +274.8% | +446.2% |
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