+289.6%
META vs NVT
+699.2%
-409.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | +6.7% | +5.1% | +1.6% | +4.9% |
| 30D | +4.8% | -3.7% | +8.5% | +5.8% |
| 3M | -1.6% | -10.1% | +8.5% | +0.6% |
| 6M | -7.5% | +37.5% | -44.9% | -20.2% |
| YTD | -6.4% | +53.7% | -60.1% | -22.9% |
| 1Y | -17.3% | +70.9% | -88.2% | -35.2% |
| 3Y | +109.9% | +180.4% | -70.5% | +28.8% |
| 5Y | +65.4% | +393.5% | -328.1% | -18.6% |
| All | +289.6% | +699.2% | -409.6% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling