+63.4%
META vs BROS
+6.4%
+57.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -21.4% | +17.5% | -0.1% |
| 7D | -3.1% | -21.4% | +18.3% | +0.8% |
| 30D | -18.1% | -11.5% | -6.6% | -16.8% |
| 3M | +2.9% | -47.4% | +50.2% | +14.3% |
| 6M | +0.2% | -39.5% | +39.7% | +7.7% |
| YTD | -8.1% | -43.5% | +35.4% | -0.6% |
| 1Y | -4.5% | -37.8% | +33.2% | +1.0% |
| 3Y | +94.2% | +30.5% | +63.7% | +70.3% |
| 5Y | +79.1% | -49.1% | +128.2% | +69.6% |
| All | +63.4% | +6.4% | +57.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling