+1,546.8%
META vs NEM
+238.3%
+1,308.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | +3.1% | -5.9% | +9.0% | +3.5% |
| 30D | -18.2% | -2.6% | -15.7% | -18.1% |
| 3M | +7.8% | -4.2% | +12.0% | +8.0% |
| 6M | +3.6% | -5.5% | +9.1% | +3.7% |
| YTD | -5.3% | +13.5% | -18.8% | -6.6% |
| 1Y | +2.7% | +22.2% | -19.4% | +0.7% |
| 3Y | +91.5% | +249.0% | -157.5% | +71.9% |
| 5Y | +84.7% | +120.1% | -35.4% | +70.0% |
| 10Y | +429.0% | +356.3% | +72.7% | +373.3% |
| All | +1,546.8% | +238.3% | +1,308.6% | +1,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling