+93.4%
META vs BAX
-20.4%
+113.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.6% |
| 7D | -3.1% | +9.1% | -12.3% | -4.1% |
| 30D | -18.1% | +5.3% | -23.4% | -18.7% |
| 3M | +2.9% | -6.1% | +9.0% | +3.5% |
| 6M | +0.2% | +53.3% | -53.1% | -5.8% |
| YTD | -8.1% | +34.4% | -42.5% | -12.5% |
| 1Y | -4.5% | +43.2% | -47.7% | -9.9% |
| All | +93.4% | -20.4% | +113.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling