+89.4%
META vs BURL
-10.9%
+100.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | -0.7% |
| 7D | +2.9% | +10.4% | -7.6% | -0.1% |
| 30D | -15.1% | -4.9% | -10.1% | -14.0% |
| 3M | +7.2% | -29.8% | +37.0% | +17.8% |
| 6M | +3.4% | -16.5% | +19.8% | +7.3% |
| YTD | -4.3% | -10.5% | +6.2% | -3.0% |
| 1Y | +0.8% | -5.3% | +6.1% | -0.5% |
| 3Y | +102.2% | +95.1% | +7.1% | +52.6% |
| 5Y | +89.4% | -12.1% | +101.4% | +69.3% |
| All | +89.4% | -10.9% | +100.3% | +69.3% |
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 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