-17.3%
META vs NTAP
+61.4%
-78.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | +4.8% | -0.5% | +5.3% | +4.7% |
| 3M | -1.6% | +4.1% | -5.7% | -2.9% |
| 6M | -7.5% | +88.0% | -95.4% | -15.8% |
| YTD | -6.4% | +75.6% | -82.0% | -13.4% |
| 1Y | -17.3% | +58.9% | -76.3% | -21.7% |
| All | -17.3% | +61.4% | -78.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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