+1.9%
META vs ETR
+17.9%
-16.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.3% |
| 7D | +5.7% | +1.7% | +4.0% | +6.0% |
| 30D | -10.8% | +8.7% | -19.5% | -9.6% |
| 3M | +8.4% | +4.9% | +3.5% | +9.2% |
| 6M | +5.4% | +0.8% | +4.6% | +5.4% |
| YTD | -2.6% | +23.1% | -25.7% | -2.8% |
| All | +1.9% | +17.9% | -16.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling