+1,560.5%
META vs NRG
+743.6%
+816.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.2% | +17.1% | -17.3% | -3.7% |
| 30D | -15.4% | -7.9% | -7.5% | -14.2% |
| 3M | +5.0% | -18.2% | +23.2% | +8.8% |
| 6M | +5.2% | -28.4% | +33.6% | +11.0% |
| YTD | -4.5% | -37.9% | +33.4% | +3.1% |
| 1Y | +0.6% | -39.2% | +39.8% | +8.9% |
| 3Y | +93.1% | +125.3% | -32.2% | +50.7% |
| 5Y | +93.7% | +215.7% | -122.0% | +40.1% |
| 10Y | +433.3% | +985.8% | -552.5% | +222.6% |
| All | +1,560.5% | +743.6% | +816.8% | +938.0% |
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