+73.3%
META vs BROS
+10.5%
+62.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.7% |
| 7D | +5.2% | +6.3% | -1.1% | +4.0% |
| 30D | -13.0% | -8.3% | -4.6% | -12.1% |
| 3M | +7.9% | -29.8% | +37.7% | +14.2% |
| 6M | +4.2% | -25.8% | +30.1% | +8.0% |
| YTD | -2.5% | -41.4% | +38.8% | +4.7% |
| 1Y | +5.6% | -35.2% | +40.7% | +10.9% |
| 3Y | +96.8% | +32.8% | +64.0% | +72.1% |
| 5Y | +90.0% | -42.2% | +132.2% | +78.6% |
| All | +73.3% | +10.5% | +62.8% | +59.7% |
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