+102.0%
META vs BROS
+32.8%
+69.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +4.1% |
| 7D | +5.7% | -17.9% | +23.6% | +8.7% |
| 30D | -10.8% | -5.4% | -5.4% | -10.4% |
| 3M | +8.4% | -32.1% | +40.5% | +14.6% |
| 6M | +5.4% | -31.7% | +37.1% | +10.1% |
| YTD | -2.6% | -41.2% | +38.6% | +3.6% |
| 1Y | +3.5% | -32.6% | +36.1% | +7.1% |
| 3Y | +102.0% | +32.7% | +69.3% | +93.1% |
| All | +102.0% | +32.8% | +69.2% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling