+1,511.3%
META vs NOC
+1,067.1%
+444.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.8% | -5.8% | +5.0% | +0.4% |
| 30D | -15.4% | +10.9% | -26.3% | -17.4% |
| 3M | +3.5% | -7.1% | +10.6% | +4.7% |
| 6M | -0.3% | -5.3% | +5.1% | +0.3% |
| YTD | -7.3% | -6.8% | -0.5% | -7.1% |
| 1Y | -1.1% | -6.7% | +5.6% | -1.0% |
| 3Y | +95.1% | +17.2% | +77.9% | +81.1% |
| 5Y | +80.6% | +56.3% | +24.3% | +47.1% |
| 10Y | +410.1% | +173.7% | +236.4% | +200.2% |
| All | +1,511.3% | +1,067.1% | +444.2% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling