+66.4%
META vs BROS
+43.3%
+23.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +6.7% | -6.7% | +13.4% | +8.0% |
| 30D | +4.8% | -29.1% | +33.8% | +11.0% |
| 3M | -1.6% | -16.7% | +15.1% | +0.7% |
| 6M | -7.5% | -11.6% | +4.1% | -6.8% |
| YTD | -6.4% | -23.9% | +17.5% | -3.4% |
| 1Y | -17.3% | -34.8% | +17.4% | -12.7% |
| 3Y | +109.9% | +62.1% | +47.9% | +78.1% |
| All | +66.4% | +43.3% | +23.1% | +47.3% |
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 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