+97.6%
META vs U
-68.6%
+166.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +3.3% | +24.4% | -21.1% | -2.5% |
| 30D | -10.8% | +7.4% | -18.1% | -12.8% |
| 3M | +7.9% | +16.8% | -8.9% | +2.9% |
| 6M | +5.4% | +78.8% | -73.4% | -10.2% |
| YTD | -2.6% | +14.0% | -16.6% | -10.5% |
| 1Y | +1.9% | +16.7% | -14.8% | -7.5% |
| 3Y | +97.0% | +86.4% | +10.6% | +42.6% |
| 5Y | +97.6% | -71.5% | +169.1% | +126.3% |
| All | +97.6% | -68.6% | +166.2% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling