+156.5%
META vs U
-29.6%
+186.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.7% |
| 7D | +5.2% | +2.6% | +2.6% | +4.6% |
| 30D | -13.0% | +27.6% | -40.6% | -18.1% |
| 3M | +7.9% | +15.3% | -7.4% | +3.6% |
| 6M | +4.2% | +96.4% | -92.2% | -12.2% |
| YTD | -2.5% | +19.6% | -22.1% | -11.1% |
| 1Y | +5.6% | +42.1% | -36.5% | -7.9% |
| 3Y | +96.8% | +87.5% | +9.3% | +46.3% |
| 5Y | +90.0% | -73.1% | +163.2% | +89.5% |
| All | +156.5% | -29.6% | +186.1% | +118.6% |
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