+102.0%
META vs NTAP
+144.4%
-42.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.1% | +4.1% |
| 7D | +5.7% | -5.0% | +10.7% | +7.0% |
| 30D | -10.8% | -25.8% | +15.0% | -4.1% |
| 3M | +8.4% | -6.9% | +15.3% | +9.3% |
| 6M | +5.4% | +50.0% | -44.6% | -8.7% |
| YTD | -2.6% | +66.9% | -69.5% | -19.3% |
| 1Y | +3.5% | +58.3% | -54.7% | -12.6% |
| 3Y | +102.0% | +145.1% | -43.1% | +57.9% |
| All | +102.0% | +144.4% | -42.4% | +57.9% |
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