+425.7%
META vs NSC
+315.5%
+110.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.4% |
| 7D | +5.7% | -5.4% | +11.1% | +8.0% |
| 30D | -10.8% | +2.9% | -13.7% | -11.9% |
| 3M | +8.4% | -2.2% | +10.6% | +8.9% |
| 6M | +5.4% | +5.3% | +0.1% | +2.4% |
| YTD | -2.6% | +14.8% | -17.3% | -9.1% |
| 1Y | +3.5% | +16.6% | -13.1% | -4.1% |
| 3Y | +102.0% | +78.6% | +23.4% | +51.1% |
| 5Y | +93.1% | +27.2% | +65.9% | +66.6% |
| 10Y | +425.7% | +302.5% | +123.1% | +209.9% |
| All | +425.7% | +315.5% | +110.1% | +209.9% |
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