+374.8%
META vs ETR
+293.5%
+81.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +1.4% | +5.3% | +6.3% |
| 30D | +4.8% | +1.0% | +3.8% | +4.5% |
| 3M | -1.6% | -1.3% | -0.4% | -1.5% |
| 6M | -7.5% | +1.9% | -9.4% | -8.5% |
| YTD | -6.4% | +18.2% | -24.6% | -11.3% |
| 1Y | -17.3% | +24.7% | -42.0% | -23.0% |
| 3Y | +109.9% | +150.7% | -40.8% | +55.5% |
| 5Y | +65.4% | +127.0% | -61.7% | +25.4% |
| All | +374.8% | +293.5% | +81.3% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling