+1,497.9%
META vs NTAP
+576.1%
+921.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.7% | +5.8% | -0.8% |
| 7D | -3.1% | -22.5% | +19.3% | +4.7% |
| 30D | -18.1% | -25.7% | +7.6% | -10.4% |
| 3M | +2.9% | -9.0% | +11.9% | +4.7% |
| 6M | +0.2% | +49.2% | -49.0% | -15.0% |
| YTD | -8.1% | +60.6% | -68.7% | -24.7% |
| 1Y | -4.5% | +48.7% | -53.2% | -19.7% |
| 3Y | +94.2% | +135.6% | -41.4% | +35.5% |
| 5Y | +79.1% | +107.8% | -28.7% | +29.1% |
| 10Y | +405.9% | +609.4% | -203.5% | +158.7% |
| All | +1,497.9% | +576.1% | +921.8% | +723.9% |
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 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