+462.9%
META vs NTAP
+583.1%
-120.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.8% |
| 7D | +5.2% | +7.2% | -2.0% | +2.5% |
| 30D | -13.0% | -18.4% | +5.4% | -7.0% |
| 3M | +7.9% | -11.3% | +19.3% | +11.2% |
| 6M | +4.2% | +53.8% | -49.5% | -14.7% |
| YTD | -2.5% | +72.0% | -74.5% | -24.6% |
| 1Y | +5.6% | +68.0% | -62.5% | -17.6% |
| 3Y | +96.8% | +149.5% | -52.7% | +25.7% |
| 5Y | +90.0% | +125.6% | -35.5% | +24.9% |
| All | +462.9% | +583.1% | -120.2% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling