+1,546.8%
META vs NRG
+748.4%
+798.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +3.1% | +21.7% | -18.7% | -1.4% |
| 30D | -18.2% | -8.1% | -10.2% | -17.0% |
| 3M | +7.8% | -18.3% | +26.2% | +11.7% |
| 6M | +3.6% | -28.0% | +31.6% | +9.2% |
| YTD | -5.3% | -37.5% | +32.2% | +2.1% |
| 1Y | +2.7% | -41.1% | +43.8% | +12.1% |
| 3Y | +91.5% | +126.6% | -35.1% | +49.2% |
| 5Y | +84.7% | +212.3% | -127.6% | +33.8% |
| 10Y | +429.0% | +992.0% | -563.0% | +219.6% |
| All | +1,546.8% | +748.4% | +798.5% | +928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling