+62.8%
META vs NSC
+46.2%
+16.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 6M | -7.5% | +4.5% | -12.0% | -9.9% |
| YTD | -6.4% | +15.6% | -22.0% | -12.9% |
| 1Y | -17.3% | +19.8% | -37.2% | -24.5% |
| 3Y | +109.9% | +70.1% | +39.8% | +54.2% |
| All | +62.8% | +46.2% | +16.6% | +32.5% |
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