+1,137.4%
META vs BURL
+1,051.1%
+86.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +6.7% | -2.8% | +9.5% | +7.4% |
| 30D | +4.8% | -28.2% | +32.9% | +13.3% |
| 3M | -1.6% | -17.6% | +16.0% | +2.7% |
| 6M | -7.5% | -11.8% | +4.3% | -5.4% |
| 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% | +77.7% |
| 5Y | +65.4% | -10.8% | +76.2% | +54.5% |
| 10Y | +391.8% | +215.9% | +175.9% | +249.1% |
| All | +1,137.4% | +1,051.1% | +86.3% | +630.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling