+62.8%
META vs NI
+95.1%
-32.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +6.7% | +2.0% | +4.7% | +6.3% |
| 30D | +4.8% | -3.5% | +8.3% | +5.5% |
| 3M | -1.6% | -9.1% | +7.5% | 0.0% |
| 6M | -7.5% | -11.8% | +4.4% | -5.4% |
| YTD | -6.4% | +1.1% | -7.5% | -7.3% |
| 1Y | -17.3% | +6.7% | -24.0% | -19.2% |
| 3Y | +109.9% | +71.1% | +38.8% | +83.1% |
| All | +62.8% | +95.1% | -32.3% | +37.7% |
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