+462.9%
META vs NTRS
+189.6%
+273.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +5.2% | +3.2% | +2.0% | +3.8% |
| 30D | -13.0% | +9.6% | -22.6% | -16.3% |
| 3M | +7.9% | -6.0% | +13.9% | +10.6% |
| 6M | +4.2% | +10.4% | -6.2% | -0.5% |
| YTD | -2.5% | +32.5% | -35.0% | -14.3% |
| 1Y | +5.6% | +41.2% | -35.6% | -9.7% |
| 3Y | +96.8% | +173.4% | -76.6% | +25.0% |
| 5Y | +90.0% | +65.0% | +25.1% | +46.1% |
| All | +462.9% | +189.6% | +273.3% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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