+404.3%
META vs NSC
+320.5%
+83.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +2.0% |
| 7D | -0.8% | -6.6% | +5.8% | +1.9% |
| 30D | -15.4% | +2.2% | -17.6% | -16.3% |
| 3M | +3.5% | -6.2% | +9.7% | +5.7% |
| 6M | -0.3% | +1.7% | -2.0% | -1.8% |
| YTD | -7.3% | +12.2% | -19.6% | -12.8% |
| 1Y | -1.1% | +15.4% | -16.5% | -8.1% |
| 3Y | +95.1% | +73.3% | +21.7% | +47.7% |
| 5Y | +80.6% | +24.7% | +55.9% | +57.0% |
| All | +404.3% | +320.5% | +83.8% | +208.4% |
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