-14.0%
META vs NTRS
+48.6%
-62.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | +7.6% | +0.2% | +7.4% | +7.4% |
| 3M | +13.0% | +13.2% | -0.2% | +7.6% |
| 6M | -1.3% | +36.9% | -38.2% | -14.8% |
| YTD | -2.2% | +39.1% | -41.3% | -15.9% |
| 1Y | -14.0% | +50.4% | -64.5% | -28.1% |
| All | -14.0% | +48.6% | -62.7% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling