+418.8%
META vs NTRA
+2,995.7%
-2,576.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +6.2% |
| 7D | +10.3% | +1.6% | +8.7% | +10.0% |
| 30D | +9.9% | +3.8% | +6.1% | +9.1% |
| 3M | +11.9% | +48.2% | -36.3% | +3.3% |
| 6M | +1.2% | +61.0% | -59.8% | -8.7% |
| YTD | -0.8% | +44.2% | -45.0% | -8.9% |
| 1Y | -14.3% | +87.3% | -101.6% | -25.3% |
| 3Y | +121.4% | +509.4% | -388.1% | +53.7% |
| 5Y | +74.5% | +175.1% | -100.7% | +28.0% |
| 10Y | +418.8% | +3,203.1% | -2,784.3% | +177.7% |
| All | +418.8% | +2,995.7% | -2,576.9% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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