+379.6%
META vs BURL
+215.5%
+164.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | +6.7% | -2.8% | +9.5% | +7.4% |
| 30D | +4.8% | -28.2% | +32.9% | +13.8% |
| 3M | -1.6% | -17.6% | +16.0% | +3.0% |
| 6M | -7.5% | -11.8% | +4.3% | -5.3% |
| YTD | -6.4% | -8.1% | +1.7% | -5.4% |
| 1Y | -17.3% | -12.0% | -5.4% | -16.3% |
| 3Y | +109.9% | +63.3% | +46.6% | +75.5% |
| 5Y | +65.4% | -10.8% | +76.2% | +53.4% |
| All | +379.6% | +215.5% | +164.1% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling