+433.3%
META vs NEM
+341.0%
+92.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -15.4% | +1.1% | -16.5% | -15.5% |
| 3M | +5.0% | +1.3% | +3.7% | +4.7% |
| 6M | +5.2% | -1.4% | +6.6% | +4.9% |
| YTD | -4.5% | +19.4% | -23.9% | -7.0% |
| 1Y | +0.6% | +32.9% | -32.3% | -3.1% |
| 3Y | +93.1% | +267.0% | -173.9% | +62.3% |
| 5Y | +93.7% | +131.0% | -37.3% | +69.8% |
| 10Y | +433.3% | +379.9% | +53.4% | +345.1% |
| All | +433.3% | +341.0% | +92.4% | +345.1% |
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 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