+95.1%
META vs NTAP
+135.3%
-40.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -15.1% | +14.3% | +3.3% |
| 30D | -15.4% | -28.1% | +12.7% | -8.4% |
| 3M | +3.5% | -11.4% | +15.0% | +5.8% |
| 6M | -0.3% | +52.2% | -52.5% | -14.4% |
| YTD | -7.3% | +60.4% | -67.7% | -22.4% |
| 1Y | -1.1% | +51.0% | -52.1% | -15.4% |
| 3Y | +95.1% | +135.6% | -40.5% | +53.8% |
| All | +95.1% | +135.3% | -40.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling