-1.1%
META vs NVTS
-12.4%
+11.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | +0.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -15.4% | -23.8% | +8.4% | -14.2% |
| 3M | +3.5% | -30.6% | +34.1% | +5.3% |
| 6M | -0.3% | -48.4% | +48.1% | +2.7% |
| YTD | -7.3% | +20.6% | -27.9% | -12.5% |
| 1Y | -1.1% | -2.5% | +1.5% | -4.9% |
| All | -1.1% | -12.4% | +11.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling