+115.2%
META vs NVD
-99.2%
+214.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | +0.2% |
| 7D | +6.0% | -7.7% | +13.7% | +4.7% |
| 30D | +3.6% | -5.8% | +9.4% | +3.1% |
| 3M | +4.9% | -23.2% | +28.1% | +1.7% |
| 6M | -4.7% | -49.7% | +45.0% | -12.9% |
| YTD | -6.9% | -47.7% | +40.8% | -13.5% |
| 1Y | -18.2% | -61.3% | +43.2% | -26.8% |
| 3Y | +107.8% | -99.2% | +206.9% | -3.4% |
| All | +115.2% | -99.2% | +214.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling