+404.3%
META vs NEM
+320.2%
+84.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.8% | +13.4% | -14.2% | -2.1% |
| 30D | -15.4% | +6.5% | -21.9% | -16.0% |
| 3M | +3.5% | +14.9% | -11.4% | +1.9% |
| 6M | -0.3% | +5.5% | -5.8% | -1.2% |
| YTD | -7.3% | +21.9% | -29.2% | -9.9% |
| 1Y | -1.1% | +47.9% | -49.0% | -5.8% |
| 3Y | +95.1% | +238.2% | -143.1% | +65.7% |
| 5Y | +80.6% | +146.2% | -65.6% | +57.1% |
| All | +404.3% | +320.2% | +84.1% | +321.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling