-12.8%
META vs NRG
-24.6%
+11.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.1% | +6.9% |
| 7D | +10.3% | +3.9% | +6.4% | +9.7% |
| 30D | +9.9% | -3.0% | +12.9% | +10.1% |
| 3M | +11.9% | -10.9% | +22.8% | +12.5% |
| 6M | +1.2% | -25.3% | +26.4% | +3.9% |
| YTD | -0.8% | -26.8% | +26.0% | +1.8% |
| All | -12.8% | -24.6% | +11.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling