+101.2%
META vs BRO
-4.9%
+106.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | +6.0% | -5.4% | +11.4% | +6.9% |
| 30D | +3.6% | -4.3% | +7.9% | +4.3% |
| 3M | +4.9% | +17.8% | -12.9% | +2.7% |
| 6M | -4.7% | -6.8% | +2.1% | -3.5% |
| YTD | -6.9% | -13.8% | +6.9% | -4.4% |
| 1Y | -18.2% | -27.8% | +9.6% | -13.0% |
| All | +101.2% | -4.9% | +106.1% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling