+73.2%
META vs BROS
+8.6%
+64.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +3.3% | -19.0% | +22.3% | +6.9% |
| 30D | -10.8% | -7.3% | -3.5% | -10.0% |
| 3M | +7.9% | -31.2% | +39.1% | +14.6% |
| 6M | +5.4% | -33.0% | +38.4% | +11.3% |
| YTD | -2.6% | -42.4% | +39.8% | +5.0% |
| 1Y | +1.9% | -37.7% | +39.6% | +7.8% |
| 3Y | +97.0% | +28.2% | +68.8% | +73.5% |
| 5Y | +97.6% | -43.4% | +141.0% | +86.3% |
| All | +73.2% | +8.6% | +64.6% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling