+404.3%
META vs BAC
+266.4%
+137.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | -15.4% | -7.7% | -7.8% | -12.6% |
| 3M | +3.5% | -21.2% | +24.7% | +13.8% |
| 6M | -0.3% | -6.8% | +6.6% | +2.2% |
| YTD | -7.3% | -8.7% | +1.4% | -4.3% |
| 1Y | -1.1% | -5.3% | +4.2% | +0.6% |
| 3Y | +95.1% | +87.4% | +7.6% | +48.7% |
| 5Y | +80.6% | +18.9% | +61.7% | +62.2% |
| All | +404.3% | +266.4% | +137.9% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling