+374.8%
META vs NSC
+324.6%
+50.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +6.7% | -5.5% | +12.2% | +9.1% |
| 30D | +4.8% | -3.2% | +8.0% | +6.0% |
| 3M | -1.6% | +7.7% | -9.3% | -4.9% |
| 6M | -7.5% | +4.5% | -12.0% | -9.8% |
| YTD | -6.4% | +15.6% | -22.0% | -12.6% |
| 1Y | -17.3% | +19.8% | -37.2% | -24.2% |
| 3Y | +109.9% | +70.1% | +39.8% | +61.0% |
| 5Y | +65.4% | +46.1% | +19.2% | +35.2% |
| All | +374.8% | +324.6% | +50.2% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling