+436.0%
META vs BAX
-34.5%
+470.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +3.6% | -0.4% | +2.2% |
| 30D | -10.8% | +8.5% | -19.3% | -13.3% |
| 3M | +7.9% | -4.9% | +12.8% | +9.1% |
| 6M | +5.4% | +47.0% | -41.6% | -8.3% |
| YTD | -2.6% | +38.4% | -41.0% | -14.9% |
| 1Y | +1.9% | +49.1% | -47.3% | -13.6% |
| 3Y | +97.0% | -14.9% | +111.8% | +91.9% |
| 5Y | +97.6% | -63.1% | +160.8% | +184.7% |
| 10Y | +436.0% | -35.6% | +471.6% | +466.5% |
| All | +436.0% | -34.5% | +470.5% | +466.5% |
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