+243.0%
META vs NTR
+100.5%
+142.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | +8.1% | -1.4% | +4.9% |
| 30D | +4.8% | +18.8% | -14.0% | +0.7% |
| 3M | -1.6% | +16.2% | -17.8% | -5.2% |
| 6M | -7.5% | +9.8% | -17.2% | -10.5% |
| YTD | -6.4% | +30.9% | -37.3% | -13.8% |
| 1Y | -17.3% | +41.8% | -59.1% | -25.6% |
| 3Y | +109.9% | +35.8% | +74.2% | +87.7% |
| 5Y | +65.4% | +51.0% | +14.3% | +33.5% |
| All | +243.0% | +100.5% | +142.4% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling