+418.8%
META vs NRG
+1,058.7%
-639.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.1% | +7.5% |
| 7D | +10.3% | +3.9% | +6.4% | +9.0% |
| 30D | +9.9% | -3.0% | +12.9% | +10.5% |
| 3M | +11.9% | -10.9% | +22.8% | +13.8% |
| 6M | +1.2% | -25.3% | +26.4% | +7.1% |
| YTD | -0.8% | -26.8% | +26.0% | +4.9% |
| 1Y | -14.3% | -23.3% | +8.9% | -11.3% |
| 3Y | +121.4% | +208.6% | -87.2% | +46.5% |
| 5Y | +74.5% | +194.1% | -119.7% | +15.1% |
| 10Y | +418.8% | +1,123.6% | -704.8% | +165.4% |
| All | +418.8% | +1,058.7% | -639.8% | +165.4% |
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