+405.1%
META vs BRO
+295.1%
+110.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.5% | -8.6% | +14.1% | +9.6% |
| 30D | +7.6% | -6.9% | +14.5% | +10.8% |
| 3M | +13.0% | +10.5% | +2.5% | +7.2% |
| 6M | -1.3% | -2.8% | +1.5% | -1.3% |
| YTD | -2.2% | -16.1% | +13.9% | +4.3% |
| 1Y | -14.0% | -27.6% | +13.6% | -2.0% |
| 3Y | +118.2% | -7.3% | +125.5% | +109.5% |
| 5Y | +71.7% | +19.0% | +52.7% | +40.9% |
| All | +405.1% | +295.1% | +110.0% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling