+62.8%
META vs BA
-1.7%
+64.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +6.7% | +1.2% | +5.5% | +6.3% |
| 30D | +4.8% | -11.6% | +16.4% | +9.7% |
| 3M | -1.6% | -2.4% | +0.7% | -1.2% |
| 6M | -7.5% | -6.6% | -0.8% | -6.1% |
| YTD | -6.4% | -2.2% | -4.2% | -7.3% |
| 1Y | -17.3% | -8.0% | -9.3% | -16.4% |
| 3Y | +109.9% | -5.0% | +114.9% | +101.2% |
| All | +62.8% | -1.7% | +64.5% | +42.2% |
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