+93.7%
META vs NTAP
+122.6%
-28.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.0% | -3.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -15.4% | -23.4% | +8.1% | -6.8% |
| 3M | +5.0% | -7.5% | +12.6% | +6.6% |
| 6M | +5.2% | +56.4% | -51.2% | -17.2% |
| YTD | -4.5% | +73.6% | -78.1% | -29.5% |
| 1Y | +0.6% | +68.4% | -67.8% | -24.7% |
| 3Y | +93.1% | +150.6% | -57.5% | +4.5% |
| 5Y | +93.7% | +122.5% | -28.8% | +5.3% |
| All | +93.7% | +122.6% | -28.9% | +5.3% |
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