+63.9%
META vs BKR
+209.4%
-145.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | +3.9% | -0.2% | +2.8% |
| 3M | +4.9% | -1.1% | +6.0% | +4.9% |
| 6M | -4.7% | +7.6% | -12.3% | -6.8% |
| YTD | -6.9% | +41.9% | -48.8% | -14.6% |
| 1Y | -18.2% | +42.2% | -60.4% | -25.2% |
| 3Y | +107.8% | +84.3% | +23.5% | +77.9% |
| 5Y | +63.9% | +215.7% | -151.8% | +23.3% |
| All | +63.9% | +209.4% | -145.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling