+107.3%
META vs UL
+25.2%
+82.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -1.3% | +8.0% | +6.6% |
| 30D | +4.8% | +0.5% | +4.3% | +4.8% |
| 3M | -1.6% | +17.6% | -19.2% | +0.2% |
| 6M | -7.5% | -5.4% | -2.1% | -8.4% |
| YTD | -6.4% | +0.7% | -7.1% | -6.6% |
| 1Y | -17.3% | -9.3% | -8.1% | -19.0% |
| All | +107.3% | +25.2% | +82.0% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling