+374.8%
META vs NEM
+292.8%
+82.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +4.8% | +23.1% | -18.3% | +2.5% |
| 3M | -1.6% | +18.5% | -20.1% | -3.5% |
| 6M | -7.5% | +7.8% | -15.2% | -8.6% |
| YTD | -6.4% | +29.1% | -35.5% | -9.4% |
| 1Y | -17.3% | +72.7% | -90.0% | -22.7% |
| 3Y | +109.9% | +248.7% | -138.8% | +78.2% |
| 5Y | +65.4% | +148.7% | -83.3% | +44.0% |
| All | +374.8% | +292.8% | +82.0% | +301.2% |
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