+404.3%
META vs ETR
+352.3%
+51.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -15.4% | +7.5% | -22.9% | -17.0% |
| 3M | +3.5% | +4.4% | -0.9% | +2.3% |
| 6M | -0.3% | -1.5% | +1.3% | -0.2% |
| YTD | -7.3% | +21.8% | -29.1% | -12.9% |
| 1Y | -1.1% | +18.4% | -19.5% | -6.3% |
| 3Y | +95.1% | +148.5% | -53.5% | +45.5% |
| 5Y | +80.6% | +152.6% | -72.0% | +32.6% |
| All | +404.3% | +352.3% | +51.9% | +243.1% |
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