+89.4%
META vs NET
+36.7%
+52.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | +2.9% | -16.4% | +19.2% | +7.6% |
| 30D | -15.1% | -25.8% | +10.8% | -8.5% |
| 3M | +7.2% | -11.5% | +18.8% | +9.7% |
| 6M | +3.4% | +18.9% | -15.5% | -4.8% |
| YTD | -4.3% | +35.2% | -39.5% | -17.1% |
| 1Y | +0.8% | +14.5% | -13.7% | -8.4% |
| 3Y | +102.2% | +313.8% | -211.6% | +19.7% |
| 5Y | +89.4% | +32.6% | +56.8% | +23.7% |
| All | +89.4% | +36.7% | +52.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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