+62.8%
META vs NTRA
+165.5%
-102.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.6% |
| 30D | +4.8% | +19.5% | -14.7% | 0.0% |
| 3M | -1.6% | +47.8% | -49.4% | -11.1% |
| 6M | -7.5% | +61.6% | -69.1% | -18.9% |
| YTD | -6.4% | +43.3% | -49.6% | -15.9% |
| 1Y | -17.3% | +97.0% | -114.4% | -31.6% |
| 3Y | +109.9% | +424.9% | -315.0% | +35.4% |
| All | +62.8% | +165.5% | -102.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling