+84.7%
META vs NOC
+65.6%
+19.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +3.1% | +4.5% | -1.5% | +3.2% |
| 30D | -18.2% | +14.1% | -32.3% | -17.8% |
| 3M | +7.8% | -4.5% | +12.3% | +7.8% |
| 6M | +3.6% | -0.8% | +4.4% | +3.7% |
| YTD | -5.3% | -2.5% | -2.8% | -5.1% |
| 1Y | +2.7% | -0.1% | +2.8% | +3.0% |
| 3Y | +91.5% | +24.6% | +66.9% | +93.1% |
| 5Y | +84.7% | +65.6% | +19.1% | +69.7% |
| All | +84.7% | +65.6% | +19.1% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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