+448.8%
META vs NVDL
+2,608.0%
-2,159.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.9% |
| 7D | +10.3% | -0.8% | +11.1% | +10.4% |
| 30D | +9.9% | +3.4% | +6.5% | +8.5% |
| 3M | +11.9% | +8.1% | +3.8% | +8.8% |
| 6M | +1.2% | +31.9% | -30.7% | -6.2% |
| YTD | -0.8% | +21.1% | -21.9% | -7.3% |
| 1Y | -14.3% | +34.0% | -48.4% | -22.5% |
| 3Y | +121.4% | +677.9% | -556.6% | +15.5% |
| All | +448.8% | +2,608.0% | -2,159.2% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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