+101.2%
META vs NTRS
+162.1%
-60.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +6.0% | +1.7% | +4.4% | +5.3% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +4.9% | +9.8% | -4.9% | +0.7% |
| 6M | -4.7% | +34.7% | -39.3% | -16.6% |
| YTD | -6.9% | +37.4% | -44.3% | -19.4% |
| 1Y | -18.2% | +48.2% | -66.3% | -31.6% |
| All | +101.2% | +162.1% | -60.8% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling