+116.3%
META vs NVD
-99.2%
+215.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.8% |
| 7D | +6.7% | -11.1% | +17.8% | +4.6% |
| 30D | +4.8% | -13.3% | +18.0% | +2.7% |
| 3M | -1.6% | -19.8% | +18.2% | -3.7% |
| 6M | -7.5% | -48.8% | +41.3% | -15.1% |
| YTD | -6.4% | -49.7% | +43.3% | -13.6% |
| 1Y | -17.3% | -61.4% | +44.0% | -26.1% |
| 3Y | +109.9% | -99.1% | +209.1% | -0.1% |
| All | +116.3% | -99.2% | +215.5% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling