+120.7%
META vs NVD
-98.7%
+219.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -3.0% |
| 7D | -0.2% | +27.3% | -27.5% | +4.6% |
| 30D | -15.4% | +59.9% | -75.3% | -7.3% |
| 3M | +5.0% | +39.4% | -34.4% | +13.1% |
| 6M | +5.2% | +27.6% | -22.4% | +13.2% |
| YTD | -4.5% | -17.9% | +13.4% | -2.9% |
| 1Y | +0.6% | -14.5% | +15.1% | +3.5% |
| 3Y | +93.1% | -98.6% | +191.6% | +1.2% |
| All | +120.7% | -98.7% | +219.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling