+0.8%
META vs BROS
-18.6%
+19.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.6% |
| 30D | -15.1% | +15.1% | -30.1% | -16.2% |
| 3M | +7.2% | -31.4% | +38.6% | +11.4% |
| 6M | +3.4% | -22.6% | +26.0% | +5.3% |
| YTD | -4.3% | -28.1% | +23.8% | -4.2% |
| 1Y | +0.8% | -20.3% | +21.0% | -1.0% |
| All | +0.8% | -18.6% | +19.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling