+149.3%
META vs U
-33.1%
+182.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +3.1% | +2.8% | +0.2% | +2.4% |
| 30D | -18.2% | +7.6% | -25.8% | -20.0% |
| 3M | +7.8% | +12.7% | -4.9% | +4.0% |
| 6M | +3.6% | +87.0% | -83.4% | -11.7% |
| YTD | -5.3% | +13.6% | -18.9% | -12.6% |
| 1Y | +2.7% | +25.3% | -22.5% | -7.8% |
| 3Y | +91.5% | +85.8% | +5.7% | +42.3% |
| 5Y | +84.7% | -74.5% | +159.2% | +86.3% |
| All | +149.3% | -33.1% | +182.4% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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