+143.9%
META vs U
-31.3%
+175.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.4% |
| 7D | -0.8% | +36.6% | -37.4% | -8.0% |
| 30D | -15.4% | +13.3% | -28.7% | -18.3% |
| 3M | +3.5% | +26.2% | -22.7% | -2.7% |
| 6M | -0.3% | +88.7% | -89.0% | -15.3% |
| YTD | -7.3% | +16.6% | -23.9% | -14.9% |
| 1Y | -1.1% | +29.0% | -30.0% | -11.8% |
| 3Y | +95.1% | +99.5% | -4.4% | +42.3% |
| 5Y | +80.6% | -66.1% | +146.7% | +74.4% |
| All | +143.9% | -31.3% | +175.3% | +109.1% |
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