+81.9%
META vs ETR
+152.2%
-70.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -15.4% | +7.5% | -22.9% | -16.3% |
| 3M | +3.5% | +4.4% | -0.9% | +2.8% |
| 6M | -0.3% | -1.5% | +1.3% | -0.2% |
| YTD | -7.3% | +21.8% | -29.1% | -11.0% |
| 1Y | -1.1% | +18.4% | -19.5% | -4.5% |
| 3Y | +95.1% | +148.5% | -53.5% | +57.3% |
| All | +81.9% | +152.2% | -70.3% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling