+79.1%
META vs BURL
-15.9%
+94.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.1% |
| 7D | -3.1% | +3.5% | -6.6% | -4.1% |
| 30D | -18.1% | -9.3% | -8.8% | -16.0% |
| 3M | +2.9% | -32.1% | +35.0% | +14.1% |
| 6M | +0.2% | -19.8% | +20.0% | +5.3% |
| YTD | -8.1% | -13.2% | +5.1% | -6.1% |
| 1Y | -4.5% | -7.8% | +3.3% | -5.0% |
| 3Y | +94.2% | +89.3% | +4.9% | +47.9% |
| 5Y | +79.1% | -15.8% | +94.9% | +61.2% |
| All | +79.1% | -15.9% | +94.9% | +61.2% |
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 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