+404.3%
META vs UL
+96.4%
+307.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -15.4% | +8.2% | -23.6% | -17.6% |
| 3M | +3.5% | +4.5% | -1.0% | +1.8% |
| 6M | -0.3% | +12.6% | -12.8% | -4.5% |
| YTD | -7.3% | +3.5% | -10.9% | -9.3% |
| 1Y | -1.1% | -0.4% | -0.7% | -2.1% |
| 3Y | +95.1% | +36.0% | +59.1% | +67.4% |
| 5Y | +80.6% | +30.9% | +49.6% | +54.9% |
| All | +404.3% | +96.4% | +307.9% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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