+81.9%
META vs NI
+104.4%
-22.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -15.4% | +9.6% | -25.1% | -16.9% |
| 3M | +3.5% | +2.5% | +1.1% | +3.0% |
| 6M | -0.3% | -5.8% | +5.5% | +0.8% |
| YTD | -7.3% | +8.6% | -15.9% | -9.5% |
| 1Y | -1.1% | +6.0% | -7.1% | -2.9% |
| 3Y | +95.1% | +91.0% | +4.0% | +64.6% |
| All | +81.9% | +104.4% | -22.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling