+263.9%
META vs NXT
+246.1%
+17.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +5.7% | +15.1% | -9.4% | +4.0% |
| 30D | -10.8% | +21.8% | -32.6% | -12.9% |
| 3M | +8.4% | +1.6% | +6.8% | +7.8% |
| 6M | +5.4% | -16.7% | +22.1% | +6.5% |
| YTD | -2.6% | +20.4% | -23.0% | -6.0% |
| 1Y | +3.5% | +0.2% | +3.3% | +1.7% |
| 3Y | +102.0% | +208.7% | -106.7% | +71.1% |
| All | +263.9% | +246.1% | +17.9% | +199.1% |
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