+107.3%
META vs BROS
+63.0%
+44.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +6.7% | -6.7% | +13.4% | +7.8% |
| 30D | +4.8% | -29.1% | +33.8% | +10.3% |
| 3M | -1.6% | -16.7% | +15.1% | +0.4% |
| 6M | -7.5% | -11.6% | +4.1% | -7.1% |
| YTD | -6.4% | -23.9% | +17.5% | -3.9% |
| 1Y | -17.3% | -34.8% | +17.4% | -13.3% |
| All | +107.3% | +63.0% | +44.3% | +89.5% |
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