+86.4%
META vs NSC
+31.3%
+55.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.5% |
| 7D | +5.2% | +2.5% | +2.7% | +4.1% |
| 30D | -13.0% | +1.7% | -14.7% | -13.8% |
| 3M | +7.9% | -2.6% | +10.5% | +8.6% |
| 6M | +4.2% | +6.4% | -2.2% | +0.6% |
| YTD | -2.5% | +15.5% | -18.0% | -9.7% |
| 1Y | +5.6% | +17.6% | -12.0% | -3.1% |
| 3Y | +96.8% | +75.0% | +21.8% | +40.4% |
| All | +86.4% | +31.3% | +55.1% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling