+1.9%
META vs UL
-0.5%
+2.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.1% |
| 7D | +5.7% | +0.3% | +5.5% | +5.7% |
| 30D | -10.8% | +7.0% | -17.7% | -10.9% |
| 3M | +8.4% | +5.8% | +2.6% | +8.3% |
| 6M | +5.4% | +16.1% | -10.7% | +5.2% |
| YTD | -2.6% | +4.5% | -7.1% | -4.1% |
| All | +1.9% | -0.5% | +2.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling