+285.7%
META vs NVT
+445.0%
-159.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.1% | -1.8% |
| 7D | -0.8% | -15.7% | +14.9% | +4.2% |
| 30D | -15.4% | -36.6% | +21.2% | -2.7% |
| 3M | +3.5% | -34.8% | +38.4% | +17.0% |
| 6M | -0.3% | -38.2% | +38.0% | +13.2% |
| YTD | -7.3% | +4.8% | -12.2% | -14.9% |
| 1Y | -1.1% | -2.8% | +1.7% | -6.8% |
| 3Y | +95.1% | +119.5% | -24.5% | +26.8% |
| 5Y | +80.6% | +204.7% | -124.1% | +2.4% |
| All | +285.7% | +445.0% | -159.3% | +68.4% |
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