+62.8%
META vs BURL
-11.0%
+73.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | +6.7% | -2.8% | +9.5% | +7.5% |
| 30D | +4.8% | -28.2% | +32.9% | +15.0% |
| 3M | -1.6% | -17.6% | +16.0% | +3.5% |
| 6M | -7.5% | -11.8% | +4.3% | -5.1% |
| YTD | -6.4% | -8.1% | +1.7% | -5.3% |
| 1Y | -17.3% | -12.0% | -5.4% | -16.2% |
| 3Y | +109.9% | +63.3% | +46.6% | +69.5% |
| All | +62.8% | -11.0% | +73.8% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling