+86.4%
META vs BROS
-43.5%
+129.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.5% |
| 7D | +5.2% | +6.3% | -1.1% | +3.8% |
| 30D | -13.0% | -8.3% | -4.6% | -12.0% |
| 3M | +7.9% | -29.8% | +37.7% | +15.2% |
| 6M | +4.2% | -25.8% | +30.1% | +8.4% |
| YTD | -2.5% | -41.4% | +38.8% | +5.8% |
| 1Y | +5.6% | -35.2% | +40.7% | +11.6% |
| 3Y | +96.8% | +32.8% | +64.0% | +64.5% |
| All | +86.4% | -43.5% | +129.9% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling