+1,527.5%
META vs NTAP
+639.1%
+888.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.8% | +7.5% | +7.0% |
| 30D | +4.8% | -0.5% | +5.3% | +4.7% |
| 3M | -1.6% | +4.1% | -5.7% | -3.4% |
| 6M | -7.5% | +88.0% | -95.4% | -26.9% |
| YTD | -6.4% | +75.6% | -82.0% | -24.7% |
| 1Y | -17.3% | +58.9% | -76.3% | -31.3% |
| 3Y | +109.9% | +153.6% | -43.6% | +44.6% |
| 5Y | +65.4% | +127.6% | -62.3% | +16.9% |
| 10Y | +391.8% | +580.4% | -188.6% | +152.7% |
| All | +1,527.5% | +639.1% | +888.4% | +724.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling