+425.7%
META vs BAX
-35.6%
+461.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.4% |
| 7D | +5.7% | +9.0% | -3.3% | +3.0% |
| 30D | -10.8% | +8.5% | -19.2% | -13.3% |
| 3M | +8.4% | -4.1% | +12.5% | +9.4% |
| 6M | +5.4% | +46.9% | -41.5% | -8.3% |
| YTD | -2.6% | +38.4% | -41.0% | -14.9% |
| 1Y | +3.5% | +47.0% | -43.5% | -11.7% |
| 3Y | +102.0% | -14.9% | +116.9% | +96.9% |
| 5Y | +93.1% | -62.5% | +155.6% | +175.3% |
| 10Y | +425.7% | -33.9% | +459.6% | +462.1% |
| All | +425.7% | -35.6% | +461.3% | +462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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