+1.9%
META vs NTR
+29.5%
-27.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.3% | +4.1% | -0.8% | +4.2% |
| 30D | -10.8% | +7.0% | -17.7% | -9.4% |
| 3M | +7.9% | +9.7% | -1.8% | +10.4% |
| 6M | +5.4% | +7.4% | -2.0% | +7.4% |
| YTD | -2.6% | +19.8% | -22.3% | +0.7% |
| 1Y | +1.9% | +25.4% | -23.5% | +4.5% |
| All | +1.9% | +29.5% | -27.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling