+96.3%
META vs NU
+7.4%
+89.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +3.3% | +4.0% | -0.8% | +2.3% |
| 30D | -10.8% | -25.1% | +14.3% | -4.7% |
| 3M | +7.9% | -12.8% | +20.7% | +10.4% |
| 6M | +5.4% | -12.5% | +17.9% | +7.1% |
| YTD | -2.6% | -27.8% | +25.3% | +3.6% |
| 1Y | +1.9% | -24.6% | +26.5% | +7.0% |
| 3Y | +97.0% | +41.8% | +55.2% | +72.4% |
| All | +96.3% | +7.4% | +89.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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