+5.6%
META vs BKR
+5.7%
-0.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.8% |
| 7D | +5.2% | +3.8% | +1.4% | +5.0% |
| 30D | -13.0% | -10.3% | -2.7% | -12.6% |
| 3M | +7.9% | -21.7% | +29.6% | +8.5% |
| 6M | +4.2% | -23.8% | +28.0% | +5.5% |
| YTD | -2.5% | +10.3% | -12.8% | -2.8% |
| 1Y | +5.6% | +5.7% | -0.1% | +5.5% |
| All | +5.6% | +5.7% | -0.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling