+418.8%
META vs NI
+136.8%
+282.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.7% |
| 7D | +10.3% | +1.3% | +9.0% | +9.9% |
| 30D | +9.9% | -0.3% | +10.1% | +9.9% |
| 3M | +11.9% | -9.5% | +21.4% | +14.5% |
| 6M | +1.2% | -10.2% | +11.4% | +3.6% |
| YTD | -0.8% | +1.8% | -2.6% | -1.8% |
| 1Y | -14.3% | +5.7% | -20.0% | -16.2% |
| 3Y | +121.4% | +69.6% | +51.7% | +88.5% |
| 5Y | +74.5% | +95.8% | -21.3% | +41.3% |
| 10Y | +418.8% | +145.1% | +273.7% | +299.2% |
| All | +418.8% | +136.8% | +282.0% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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