+81.9%
META vs NTAP
+106.9%
-25.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -15.1% | +14.3% | +5.4% |
| 30D | -15.4% | -28.1% | +12.7% | -4.6% |
| 3M | +3.5% | -11.4% | +15.0% | +6.7% |
| 6M | -0.3% | +52.2% | -52.5% | -21.1% |
| YTD | -7.3% | +60.4% | -67.7% | -29.5% |
| 1Y | -1.1% | +51.0% | -52.1% | -22.5% |
| 3Y | +95.1% | +135.6% | -40.5% | +7.5% |
| All | +81.9% | +106.9% | -25.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling