+1,511.3%
META vs NSC
+562.1%
+949.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.8% |
| 7D | -0.8% | -6.6% | +5.8% | +1.6% |
| 30D | -15.4% | +2.2% | -17.6% | -16.2% |
| 3M | +3.5% | -6.2% | +9.7% | +5.5% |
| 6M | -0.3% | +1.7% | -2.0% | -1.6% |
| YTD | -7.3% | +12.2% | -19.6% | -12.1% |
| 1Y | -1.1% | +15.4% | -16.5% | -7.1% |
| 3Y | +95.1% | +73.3% | +21.7% | +54.2% |
| 5Y | +80.6% | +24.7% | +55.9% | +60.3% |
| 10Y | +410.1% | +324.5% | +85.6% | +209.5% |
| All | +1,511.3% | +562.1% | +949.2% | +832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling