+80.8%
META vs NVTS
-38.4%
+119.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | 0.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -15.4% | -23.8% | +8.4% | -13.7% |
| 3M | +3.5% | -30.6% | +34.1% | +6.1% |
| 6M | -0.3% | -48.4% | +48.1% | +2.7% |
| YTD | -7.3% | +20.6% | -27.9% | -13.8% |
| 1Y | -1.1% | -2.5% | +1.5% | -6.6% |
| 3Y | +95.1% | +44.0% | +51.1% | +60.4% |
| 5Y | +80.6% | -42.6% | +123.2% | +44.3% |
| All | +80.8% | -38.4% | +119.2% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling