+141.9%
META vs U
-34.9%
+176.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +14.9% | -18.9% | -7.3% |
| 7D | -3.1% | +24.3% | -27.4% | -8.2% |
| 30D | -18.1% | +8.6% | -26.7% | -20.1% |
| 3M | +2.9% | +37.6% | -34.7% | -5.5% |
| 6M | +0.2% | +78.5% | -78.3% | -13.8% |
| YTD | -8.1% | +10.5% | -18.6% | -14.6% |
| 1Y | -4.5% | +15.2% | -19.7% | -12.6% |
| 3Y | +94.2% | +76.6% | +17.6% | +46.0% |
| 5Y | +79.1% | -67.9% | +147.0% | +75.1% |
| All | +141.9% | -34.9% | +176.8% | +109.9% |
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