+0.8%
META vs NSC
+24.4%
-23.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.9% | +1.8% | +1.1% | +2.8% |
| 30D | -15.1% | +8.8% | -23.9% | -15.3% |
| 3M | +7.2% | +1.2% | +6.0% | +7.9% |
| 6M | +3.4% | +11.3% | -8.0% | +2.3% |
| YTD | -4.3% | +20.7% | -25.0% | -9.1% |
| 1Y | +0.8% | +23.4% | -22.6% | -6.1% |
| All | +0.8% | +24.4% | -23.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling