+146.4%
META vs U
-44.5%
+190.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | -3.8% | +10.5% | +7.6% |
| 30D | +4.8% | +17.5% | -12.7% | +0.6% |
| 3M | -1.6% | +38.7% | -40.4% | -9.3% |
| 6M | -7.5% | +104.4% | -111.9% | -22.7% |
| YTD | -6.4% | -5.7% | -0.7% | -9.1% |
| 1Y | -17.3% | +3.7% | -21.0% | -22.7% |
| 3Y | +109.9% | +12.3% | +97.6% | +77.3% |
| 5Y | +65.4% | -68.8% | +134.2% | +65.5% |
| All | +146.4% | -44.5% | +190.8% | +123.3% |
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 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