+86.4%
META vs NI
+113.9%
-27.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +5.2% | +4.3% | +0.9% | +4.3% |
| 30D | -13.0% | +12.4% | -25.4% | -14.9% |
| 3M | +7.9% | +10.2% | -2.2% | +5.9% |
| 6M | +4.2% | -0.8% | +5.0% | +4.3% |
| YTD | -2.5% | +13.2% | -15.8% | -5.6% |
| 1Y | +5.6% | +10.1% | -4.5% | +2.9% |
| 3Y | +96.8% | +103.1% | -6.3% | +63.7% |
| All | +86.4% | +113.9% | -27.5% | +42.0% |
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