+257.1%
META vs NTR
+81.1%
+176.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -13.0% | +2.0% | -15.0% | -13.4% |
| 3M | +7.9% | +6.4% | +1.5% | +6.1% |
| 6M | +4.2% | +1.6% | +2.6% | +3.2% |
| YTD | -2.5% | +18.2% | -20.8% | -8.4% |
| 1Y | +5.6% | +23.9% | -18.4% | -2.2% |
| 3Y | +96.8% | +44.7% | +52.1% | +71.5% |
| 5Y | +90.0% | +21.3% | +68.7% | +63.9% |
| All | +257.1% | +81.1% | +176.0% | +133.6% |
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