+1,593.8%
META vs BKR
+128.0%
+1,465.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -9.1% | +12.4% | +5.1% |
| 30D | -10.8% | -15.3% | +4.6% | -8.0% |
| 3M | +7.9% | -25.1% | +33.0% | +13.8% |
| 6M | +5.4% | -24.6% | +30.0% | +10.6% |
| YTD | -2.6% | +6.5% | -9.1% | -5.1% |
| 1Y | +1.9% | -0.6% | +2.4% | +0.5% |
| 3Y | +97.0% | +48.0% | +48.9% | +77.4% |
| 5Y | +97.6% | +122.0% | -24.3% | +60.9% |
| 10Y | +436.0% | +49.3% | +386.7% | +316.9% |
| All | +1,593.8% | +128.0% | +1,465.7% | +1,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling