+64.7%
META vs BROS
+3.9%
+60.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.3% |
| 7D | -0.8% | -21.2% | +20.4% | +3.2% |
| 30D | -15.4% | -11.6% | -3.9% | -14.0% |
| 3M | +3.5% | -36.7% | +40.2% | +11.6% |
| 6M | -0.3% | -42.8% | +42.5% | +8.4% |
| YTD | -7.3% | -44.8% | +37.5% | +0.7% |
| 1Y | -1.1% | -36.5% | +35.5% | +4.2% |
| 3Y | +95.1% | +27.0% | +68.1% | +72.0% |
| 5Y | +80.6% | -50.3% | +130.9% | +71.7% |
| All | +64.7% | +3.9% | +60.8% | +53.6% |
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