+93.4%
META vs BA
-11.9%
+105.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -3.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -18.1% | -9.1% | -9.0% | -16.0% |
| 3M | +2.9% | -28.2% | +31.0% | +12.6% |
| 6M | +0.2% | -23.1% | +23.3% | +7.2% |
| YTD | -8.1% | -20.6% | +12.5% | -3.7% |
| 1Y | -4.5% | -12.7% | +8.2% | -3.1% |
| All | +93.4% | -11.9% | +105.4% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 3y: compounded portfolio wealth divided by compounded BA 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…
3y analysis · Full analysis span regression · 6 months rolling