+1,511.3%
META vs NI
+613.5%
+897.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -0.9% | +0.2% | -0.5% |
| 30D | -15.4% | +9.6% | -25.1% | -17.7% |
| 3M | +3.5% | +2.5% | +1.1% | +2.7% |
| 6M | -0.3% | -5.8% | +5.5% | +1.0% |
| YTD | -7.3% | +8.6% | -15.9% | -10.2% |
| 1Y | -1.1% | +6.0% | -7.1% | -3.4% |
| 3Y | +95.1% | +91.0% | +4.0% | +57.2% |
| 5Y | +80.6% | +104.8% | -24.2% | +40.6% |
| 10Y | +410.1% | +176.7% | +233.4% | +242.7% |
| All | +1,511.3% | +613.5% | +897.8% | +647.1% |
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