+0.8%
META vs NEM
+50.9%
-50.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +0.3% |
| 7D | +2.9% | +3.7% | -0.8% | +2.4% |
| 30D | -15.1% | +2.0% | -17.1% | -15.3% |
| 3M | +7.2% | +21.1% | -13.9% | +4.8% |
| 6M | +3.4% | +9.5% | -6.1% | +2.2% |
| YTD | -4.3% | +19.1% | -23.4% | -6.4% |
| 1Y | +0.8% | +51.1% | -50.3% | -2.1% |
| All | +0.8% | +50.9% | -50.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling