+415.1%
META vs NVDL
+2,657.6%
-2,242.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.2% |
| 7D | +6.0% | +7.3% | -1.3% | +4.7% |
| 30D | +3.6% | -0.7% | +4.3% | +3.1% |
| 3M | +4.9% | +9.5% | -4.6% | +1.8% |
| 6M | -4.7% | +41.6% | -46.3% | -12.8% |
| YTD | -6.9% | +23.3% | -30.2% | -13.3% |
| 1Y | -18.2% | +40.3% | -58.5% | -26.6% |
| 3Y | +107.8% | +692.2% | -584.4% | +8.1% |
| All | +415.1% | +2,657.6% | -2,242.5% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling