+151.9%
META vs U
-43.4%
+195.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.4% | +0.3% |
| 7D | +2.9% | +7.5% | -4.6% | +1.1% |
| 30D | -15.1% | -7.0% | -8.0% | -13.8% |
| 3M | +7.2% | +20.6% | -13.3% | +2.0% |
| 6M | +3.4% | +53.2% | -49.8% | -7.5% |
| YTD | -4.3% | -3.9% | -0.4% | -7.9% |
| 1Y | +0.8% | +18.4% | -17.6% | -8.5% |
| 3Y | +102.2% | +53.6% | +48.6% | +57.5% |
| 5Y | +89.4% | -72.0% | +161.4% | +91.8% |
| All | +151.9% | -43.4% | +195.3% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling