+102.0%
META vs UL
+34.1%
+67.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.2% |
| 7D | +5.7% | +0.3% | +5.5% | +5.7% |
| 30D | -10.8% | +7.0% | -17.7% | -10.1% |
| 3M | +8.4% | +5.8% | +2.6% | +9.1% |
| 6M | +5.4% | +16.1% | -10.7% | +7.4% |
| YTD | -2.6% | +4.5% | -7.1% | -2.3% |
| 1Y | +3.5% | -1.3% | +4.8% | +2.7% |
| 3Y | +102.0% | +35.0% | +67.0% | +138.4% |
| All | +102.0% | +34.1% | +67.9% | +138.4% |
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