+405.1%
META vs BKR
+126.6%
+278.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.2% | -0.1% |
| 7D | +5.5% | -6.7% | +12.2% | +6.9% |
| 30D | +7.6% | -8.3% | +15.9% | +9.3% |
| 3M | +13.0% | -5.4% | +18.4% | +13.8% |
| 6M | -1.3% | +0.8% | -2.1% | -2.2% |
| YTD | -2.2% | +31.8% | -34.1% | -8.6% |
| 1Y | -14.0% | +28.6% | -42.6% | -19.4% |
| 3Y | +118.2% | +71.2% | +47.0% | +90.6% |
| 5Y | +71.7% | +179.2% | -107.6% | +32.7% |
| All | +405.1% | +126.6% | +278.5% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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