+1,511.3%
META vs NEE
+695.6%
+815.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -0.8% | +3.9% | -4.7% | -1.9% |
| 30D | -15.4% | +12.8% | -28.2% | -18.4% |
| 3M | +3.5% | +3.6% | 0.0% | +2.2% |
| 6M | -0.3% | -7.5% | +7.2% | +1.5% |
| YTD | -7.3% | +10.7% | -18.0% | -11.2% |
| 1Y | -1.1% | +9.1% | -10.2% | -4.8% |
| 3Y | +95.1% | +61.0% | +34.1% | +58.4% |
| 5Y | +80.6% | +16.3% | +64.3% | +64.5% |
| 10Y | +410.1% | +264.6% | +145.5% | +220.3% |
| All | +1,511.3% | +695.6% | +815.6% | +777.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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