+263.5%
META vs NTR
+103.7%
+159.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.5% |
| 7D | +10.3% | +0.5% | +9.7% | +10.1% |
| 30D | +9.9% | +21.7% | -11.9% | +5.1% |
| 3M | +11.9% | +22.8% | -10.8% | +6.5% |
| 6M | +1.2% | +8.2% | -7.1% | -1.7% |
| YTD | -0.8% | +32.9% | -33.7% | -8.9% |
| 1Y | -14.3% | +45.3% | -59.7% | -23.4% |
| 3Y | +121.4% | +41.7% | +79.7% | +95.7% |
| 5Y | +74.5% | +49.8% | +24.6% | +41.7% |
| All | +263.5% | +103.7% | +159.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling