+1,594.6%
META vs BRO
+558.9%
+1,035.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +5.2% | -0.3% | +5.4% | +5.3% |
| 30D | -13.0% | +11.3% | -24.3% | -17.6% |
| 3M | +7.9% | +0.7% | +7.2% | +6.4% |
| 6M | +4.2% | +32.9% | -28.7% | -10.4% |
| YTD | -2.5% | -8.8% | +6.3% | -0.8% |
| 1Y | +5.6% | -9.2% | +14.8% | +7.5% |
| 3Y | +96.8% | +0.1% | +96.7% | +82.3% |
| 5Y | +90.0% | +15.6% | +74.4% | +60.2% |
| 10Y | +444.3% | +300.2% | +144.1% | +145.1% |
| All | +1,594.6% | +558.9% | +1,035.7% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling