+62.8%
META vs ETR
+127.8%
-65.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +1.4% | +5.3% | +6.5% |
| 30D | +4.8% | +1.0% | +3.8% | +4.6% |
| 3M | -1.6% | -1.3% | -0.4% | -1.6% |
| 6M | -7.5% | +1.9% | -9.4% | -8.1% |
| YTD | -6.4% | +18.2% | -24.6% | -9.6% |
| 1Y | -17.3% | +24.7% | -42.0% | -21.1% |
| 3Y | +109.9% | +150.7% | -40.8% | +69.2% |
| All | +62.8% | +127.8% | -65.0% | +31.6% |
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