+125.1%
META vs NVD
-98.8%
+223.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.7% | -3.6% | +6.6% |
| 7D | +5.7% | +23.8% | -18.1% | +10.2% |
| 30D | -10.8% | +57.0% | -67.7% | -2.6% |
| 3M | +8.4% | +41.6% | -33.2% | +17.0% |
| 6M | +5.4% | +17.6% | -12.2% | +11.7% |
| YTD | -2.6% | -21.4% | +18.8% | -1.8% |
| 1Y | +3.5% | -23.3% | +26.8% | +4.6% |
| 3Y | +102.0% | -98.7% | +200.7% | +3.6% |
| All | +125.1% | -98.8% | +223.9% | +13.6% |
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