+425.7%
META vs NI
+179.8%
+245.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.6% |
| 7D | +5.7% | +0.4% | +5.3% | +5.6% |
| 30D | -10.8% | +11.3% | -22.1% | -13.2% |
| 3M | +8.4% | +6.5% | +1.9% | +6.6% |
| 6M | +5.4% | -2.3% | +7.6% | +5.6% |
| YTD | -2.6% | +10.8% | -13.4% | -5.7% |
| 1Y | +3.5% | +6.2% | -2.7% | +1.3% |
| 3Y | +102.0% | +98.7% | +3.3% | +64.9% |
| 5Y | +93.1% | +111.3% | -18.3% | +53.3% |
| 10Y | +425.7% | +178.1% | +247.6% | +295.0% |
| All | +425.7% | +179.8% | +245.8% | +295.0% |
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