+263.9%
META vs NXT
+229.3%
+34.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.6% |
| 7D | +3.3% | +4.0% | -0.7% | +2.8% |
| 30D | -10.8% | +15.9% | -26.7% | -12.4% |
| 3M | +7.9% | -3.0% | +10.9% | +7.8% |
| 6M | +5.4% | -20.7% | +26.1% | +7.1% |
| YTD | -2.6% | +14.6% | -17.2% | -5.5% |
| 1Y | +1.9% | -7.1% | +9.0% | +0.9% |
| 3Y | +97.0% | +189.4% | -92.5% | +68.1% |
| All | +263.9% | +229.3% | +34.6% | +200.8% |
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