+1,527.5%
META vs BKR
+201.7%
+1,325.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.3% |
| 30D | +4.8% | +3.3% | +1.4% | +4.0% |
| 3M | -1.6% | -3.6% | +2.0% | -1.2% |
| 6M | -7.5% | +5.0% | -12.5% | -9.0% |
| YTD | -6.4% | +40.9% | -47.3% | -13.4% |
| 1Y | -17.3% | +39.2% | -56.6% | -23.6% |
| 3Y | +109.9% | +83.7% | +26.2% | +81.7% |
| 5Y | +65.4% | +207.5% | -142.2% | +26.4% |
| 10Y | +391.8% | +136.3% | +255.5% | +251.1% |
| All | +1,527.5% | +201.7% | +1,325.8% | +1,066.8% |
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 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