+1,497.9%
META vs BAX
+17.5%
+1,480.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.0% |
| 7D | -3.1% | +9.1% | -12.3% | -5.8% |
| 30D | -18.1% | +5.3% | -23.4% | -19.7% |
| 3M | +2.9% | -6.1% | +9.0% | +4.4% |
| 6M | +0.2% | +53.3% | -53.1% | -14.1% |
| YTD | -8.1% | +34.4% | -42.5% | -18.9% |
| 1Y | -4.5% | +43.2% | -47.7% | -17.9% |
| 3Y | +94.2% | -20.1% | +114.3% | +94.0% |
| 5Y | +79.1% | -63.7% | +142.8% | +149.6% |
| 10Y | +405.9% | -36.3% | +442.2% | +460.5% |
| All | +1,497.9% | +17.5% | +1,480.4% | +1,462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling