+433.3%
META vs NSC
+303.9%
+129.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.2% | -3.5% | +3.3% | +1.3% |
| 30D | -15.4% | +3.9% | -19.3% | -16.8% |
| 3M | +5.0% | -0.8% | +5.8% | +5.0% |
| 6M | +5.2% | +7.1% | -1.9% | +1.4% |
| YTD | -4.5% | +16.4% | -20.9% | -11.4% |
| 1Y | +0.6% | +16.9% | -16.3% | -6.9% |
| 3Y | +93.1% | +78.4% | +14.7% | +44.5% |
| 5Y | +93.7% | +33.1% | +60.6% | +64.1% |
| 10Y | +433.3% | +299.9% | +133.5% | +206.0% |
| All | +433.3% | +303.9% | +129.5% | +206.0% |
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