-1.1%
META vs BAX
+44.0%
-45.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.8% | +12.1% | -12.9% | -1.9% |
| 30D | -15.4% | +7.6% | -23.0% | -16.2% |
| 3M | +3.5% | -4.5% | +8.0% | +4.1% |
| 6M | -0.3% | +52.0% | -52.3% | -6.8% |
| YTD | -7.3% | +35.1% | -42.5% | -11.1% |
| 1Y | -1.1% | +43.7% | -44.8% | -4.8% |
| All | -1.1% | +44.0% | -45.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling