+615.9%
META vs NTRA
+1,723.2%
-1,107.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -1.6% | +47.8% | -49.4% | -8.6% |
| 6M | -7.5% | +61.6% | -69.1% | -15.9% |
| YTD | -6.4% | +43.3% | -49.6% | -13.4% |
| 1Y | -17.3% | +97.0% | -114.4% | -27.7% |
| 3Y | +109.9% | +424.9% | -315.0% | +53.9% |
| 5Y | +65.4% | +165.2% | -99.8% | +25.0% |
| 10Y | +391.8% | +3,114.3% | -2,722.5% | +174.4% |
| All | +615.9% | +1,723.2% | -1,107.3% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling