+246.2%
META vs NXT
+246.1%
+0.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.2% |
| 7D | -0.8% | +32.2% | -33.0% | -4.0% |
| 30D | -15.4% | +21.9% | -37.3% | -17.4% |
| 3M | +3.5% | +6.6% | -3.1% | +2.4% |
| 6M | -0.3% | -16.8% | +16.5% | +0.7% |
| YTD | -7.3% | +20.4% | -27.8% | -10.6% |
| 1Y | -1.1% | -1.5% | +0.4% | -2.7% |
| 3Y | +95.1% | +182.4% | -87.3% | +67.2% |
| All | +246.2% | +246.1% | +0.1% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling