+91.3%
META vs NVD
-98.4%
+189.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | +0.7% |
| 7D | +3.1% | +17.0% | -13.9% | +6.0% |
| 30D | -18.2% | +77.3% | -95.5% | -8.9% |
| 3M | +7.8% | +61.6% | -53.8% | +18.9% |
| 6M | +3.6% | +40.7% | -37.1% | +13.3% |
| YTD | -5.3% | -10.5% | +5.2% | -2.2% |
| 1Y | +2.7% | -6.1% | +8.9% | +7.4% |
| All | +91.3% | -98.4% | +189.7% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling