-1.1%
META vs BAC
-5.5%
+4.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | -15.4% | -7.7% | -7.8% | -12.1% |
| 3M | +3.5% | -21.2% | +24.7% | +15.4% |
| 6M | -0.3% | -6.8% | +6.6% | +1.8% |
| YTD | -7.3% | -8.7% | +1.4% | -8.1% |
| 1Y | -1.1% | -5.3% | +4.2% | -2.8% |
| All | -1.1% | -5.5% | +4.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling