+1,527.5%
META vs NTRS
+516.3%
+1,011.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +4.8% | +1.7% | +3.1% | +3.9% |
| 3M | -1.6% | +8.9% | -10.5% | -5.3% |
| 6M | -7.5% | +30.6% | -38.1% | -17.8% |
| YTD | -6.4% | +38.7% | -45.1% | -19.1% |
| 1Y | -17.3% | +48.1% | -65.4% | -30.7% |
| 3Y | +109.9% | +165.5% | -55.6% | +34.8% |
| 5Y | +65.4% | +85.6% | -20.2% | +21.6% |
| 10Y | +391.8% | +246.1% | +145.7% | +159.2% |
| All | +1,527.5% | +516.3% | +1,011.2% | +535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling