+253.9%
META vs NXT
+208.8%
+45.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | 0.0% |
| 7D | +3.1% | -6.0% | +9.1% | +3.7% |
| 30D | -18.2% | +5.4% | -23.7% | -18.9% |
| 3M | +7.8% | -9.7% | +17.5% | +8.6% |
| 6M | +3.6% | -25.3% | +28.9% | +5.9% |
| YTD | -5.3% | +7.5% | -12.7% | -7.5% |
| 1Y | +2.7% | -3.0% | +5.8% | +1.3% |
| 3Y | +91.5% | +171.4% | -79.9% | +64.6% |
| All | +253.9% | +208.8% | +45.0% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling