+436.0%
META vs BAC
+247.0%
+189.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | +2.1% | +1.2% | +2.4% |
| 30D | -10.8% | -6.7% | -4.1% | -8.2% |
| 3M | +7.9% | -20.2% | +28.1% | +18.2% |
| 6M | +5.4% | -0.2% | +5.6% | +5.1% |
| YTD | -2.6% | -6.4% | +3.8% | -0.4% |
| 1Y | +1.9% | -3.1% | +5.0% | +2.6% |
| 3Y | +97.0% | +96.7% | +0.2% | +46.8% |
| 5Y | +97.6% | +21.3% | +76.4% | +75.9% |
| 10Y | +436.0% | +237.7% | +198.3% | +273.5% |
| All | +436.0% | +247.0% | +189.1% | +273.5% |
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