+107.3%
META vs NVT
+183.2%
-75.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | +6.7% | +5.1% | +1.6% | +5.2% |
| 30D | +4.8% | -3.7% | +8.5% | +5.6% |
| 3M | -1.6% | -10.1% | +8.5% | +0.5% |
| 6M | -7.5% | +37.5% | -44.9% | -19.4% |
| YTD | -6.4% | +53.7% | -60.1% | -22.0% |
| 1Y | -17.3% | +70.9% | -88.2% | -34.5% |
| All | +107.3% | +183.2% | -75.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling