+1,527.5%
META vs NI
+564.4%
+963.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | +2.0% | +4.7% | +6.1% |
| 30D | +4.8% | -3.5% | +8.3% | +5.8% |
| 3M | -1.6% | -9.1% | +7.5% | +0.8% |
| 6M | -7.5% | -11.8% | +4.4% | -4.4% |
| YTD | -6.4% | +1.1% | -7.5% | -7.3% |
| 1Y | -17.3% | +6.7% | -24.0% | -19.6% |
| 3Y | +109.9% | +71.1% | +38.8% | +74.5% |
| 5Y | +65.4% | +94.3% | -28.9% | +30.6% |
| 10Y | +391.8% | +135.8% | +256.0% | +249.3% |
| All | +1,527.5% | +564.4% | +963.1% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling