+95.1%
META vs NTR
+42.2%
+52.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.8% | +3.0% | -3.8% | -0.8% |
| 30D | -15.4% | +2.2% | -17.6% | -15.4% |
| 3M | +3.5% | +7.9% | -4.4% | +3.4% |
| 6M | -0.3% | -1.5% | +1.3% | -0.2% |
| YTD | -7.3% | +18.6% | -25.9% | -9.4% |
| 1Y | -1.1% | +31.7% | -32.8% | -4.8% |
| 3Y | +95.1% | +46.4% | +48.6% | +82.6% |
| All | +95.1% | +42.2% | +52.9% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling