+0.2%
META vs BROS
-39.6%
+39.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -21.4% | +17.5% | -2.9% |
| 7D | -3.1% | -21.4% | +18.3% | -2.1% |
| 30D | -18.1% | -11.5% | -6.6% | -17.2% |
| 3M | +2.9% | -47.4% | +50.2% | +5.3% |
| 6M | +0.2% | -39.5% | +39.7% | +3.7% |
| All | +0.2% | -39.6% | +39.8% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling