+433.3%
META vs NRG
+984.9%
-551.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.2% | +17.1% | -17.3% | -4.4% |
| 30D | -15.4% | -7.9% | -7.5% | -14.0% |
| 3M | +5.0% | -18.2% | +23.2% | +9.6% |
| 6M | +5.2% | -28.4% | +33.6% | +12.2% |
| YTD | -4.5% | -37.9% | +33.4% | +4.7% |
| 1Y | +0.6% | -39.2% | +39.8% | +10.6% |
| 3Y | +93.1% | +125.3% | -32.2% | +36.8% |
| 5Y | +93.7% | +215.7% | -122.0% | +23.3% |
| 10Y | +433.3% | +985.8% | -552.5% | +175.2% |
| All | +433.3% | +984.9% | -551.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling