+436.0%
META vs ETR
+369.0%
+67.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.7% |
| 30D | -10.8% | +8.7% | -19.4% | -12.6% |
| 3M | +7.9% | +6.4% | +1.5% | +6.1% |
| 6M | +5.4% | +0.7% | +4.7% | +4.9% |
| YTD | -2.6% | +23.0% | -25.6% | -8.6% |
| 1Y | +1.9% | +17.9% | -16.0% | -3.3% |
| 3Y | +97.0% | +154.9% | -58.0% | +45.9% |
| 5Y | +97.6% | +157.3% | -59.6% | +44.6% |
| 10Y | +436.0% | +373.4% | +62.7% | +263.7% |
| All | +436.0% | +369.0% | +67.0% | +263.7% |
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