+7.3%
META vs NBIS
+1,606.6%
-1,599.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.3% | -1.2% |
| 7D | +6.0% | +22.2% | -16.2% | +4.2% |
| 30D | +3.6% | +29.7% | -26.1% | +0.7% |
| 3M | +4.9% | +11.9% | -7.0% | +1.6% |
| 6M | -4.7% | +173.0% | -177.7% | -18.5% |
| YTD | -6.9% | +191.4% | -198.3% | -22.0% |
| 1Y | -18.2% | +280.7% | -298.9% | -35.9% |
| All | +7.3% | +1,606.6% | -1,599.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIS.
Daily Out/Under-Performance
Portfolio return minus NBIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIS 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 NBIS 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