+249.7%
META vs NXT
+178.8%
+70.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +6.7% | -1.1% | +7.8% | +6.8% |
| 30D | +4.8% | -15.3% | +20.1% | +6.6% |
| 3M | -1.6% | -43.8% | +42.2% | +4.3% |
| 6M | -7.5% | -18.7% | +11.2% | -6.2% |
| YTD | -6.4% | -3.0% | -3.4% | -7.2% |
| 1Y | -17.3% | +22.7% | -40.1% | -20.0% |
| 3Y | +109.9% | +95.9% | +14.0% | +89.0% |
| All | +249.7% | +178.8% | +70.9% | +195.4% |
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