+79.1%
META vs BA
-20.8%
+99.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -3.0% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -18.1% | -9.1% | -9.0% | -15.3% |
| 3M | +2.9% | -28.2% | +31.0% | +16.1% |
| 6M | +0.2% | -23.1% | +23.3% | +9.4% |
| YTD | -8.1% | -20.6% | +12.5% | -2.0% |
| 1Y | -4.5% | -12.7% | +8.2% | -2.3% |
| 3Y | +94.2% | -11.6% | +105.7% | +87.8% |
| 5Y | +79.1% | -23.1% | +102.2% | +73.9% |
| All | +79.1% | -20.8% | +99.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling