+74.5%
META vs BRO
+17.6%
+56.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.0% | +7.4% |
| 7D | +10.3% | -7.6% | +17.9% | +13.4% |
| 30D | +9.9% | -6.9% | +16.7% | +12.6% |
| 3M | +11.9% | +12.8% | -0.9% | +6.3% |
| 6M | +1.2% | -5.9% | +7.0% | +2.8% |
| YTD | -0.8% | -15.9% | +15.1% | +5.3% |
| 1Y | -14.3% | -28.1% | +13.8% | -2.8% |
| 3Y | +121.4% | -7.0% | +128.4% | +107.6% |
| 5Y | +74.5% | +18.0% | +56.5% | +41.4% |
| All | +74.5% | +17.6% | +56.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling