+97.0%
META vs BKR
+47.7%
+49.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -9.1% | +12.4% | +5.2% |
| 30D | -10.8% | -15.3% | +4.6% | -7.9% |
| 3M | +7.9% | -25.1% | +33.0% | +14.1% |
| 6M | +5.4% | -24.6% | +30.0% | +11.1% |
| YTD | -2.6% | +6.5% | -9.1% | -7.3% |
| 1Y | +1.9% | -0.6% | +2.4% | -1.3% |
| 3Y | +97.0% | +48.0% | +48.9% | +69.8% |
| All | +97.0% | +47.7% | +49.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling