+63.9%
META vs NTR
+51.1%
+12.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | +6.0% | +3.8% | +2.2% | +5.6% |
| 30D | +3.6% | +25.2% | -21.6% | +0.9% |
| 3M | +4.9% | +21.0% | -16.1% | +2.3% |
| 6M | -4.7% | +7.6% | -12.3% | -6.0% |
| YTD | -6.9% | +32.9% | -39.8% | -11.5% |
| 1Y | -18.2% | +43.1% | -61.2% | -23.4% |
| 3Y | +107.8% | +41.6% | +66.2% | +92.8% |
| 5Y | +63.9% | +54.8% | +9.1% | +38.4% |
| All | +63.9% | +51.1% | +12.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling