+426.7%
META vs BURL
+269.3%
+157.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | -0.5% |
| 7D | +2.9% | +10.4% | -7.6% | +0.2% |
| 30D | -15.1% | -4.9% | -10.1% | -14.1% |
| 3M | +7.2% | -29.8% | +37.0% | +16.6% |
| 6M | +3.4% | -16.5% | +19.8% | +6.9% |
| YTD | -4.3% | -10.5% | +6.2% | -3.1% |
| 1Y | +0.8% | -5.3% | +6.1% | -0.2% |
| 3Y | +102.2% | +95.1% | +7.1% | +61.0% |
| 5Y | +89.4% | -12.1% | +101.4% | +75.7% |
| 10Y | +426.7% | +273.2% | +153.6% | +321.3% |
| All | +426.7% | +269.3% | +157.4% | +321.3% |
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