+264.1%
META vs NXT
+213.5%
+50.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +5.2% | -9.4% | +14.6% | +6.3% |
| 30D | -13.0% | +15.1% | -28.1% | -14.6% |
| 3M | +7.9% | -9.1% | +17.0% | +8.6% |
| 6M | +4.2% | -30.3% | +34.6% | +7.4% |
| YTD | -2.5% | +9.1% | -11.6% | -4.9% |
| 1Y | +5.6% | +7.9% | -2.3% | +3.0% |
| 3Y | +96.8% | +176.5% | -79.7% | +68.8% |
| All | +264.1% | +213.5% | +50.6% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling