+1,497.9%
META vs UL
+201.7%
+1,296.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.3% |
| 7D | -3.1% | +5.5% | -8.6% | -4.8% |
| 30D | -18.1% | +11.4% | -29.5% | -21.0% |
| 3M | +2.9% | +6.0% | -3.1% | +0.7% |
| 6M | +0.2% | +18.0% | -17.8% | -5.6% |
| YTD | -8.1% | +6.2% | -14.3% | -10.8% |
| 1Y | -4.5% | +1.5% | -6.0% | -6.1% |
| 3Y | +94.2% | +39.8% | +54.4% | +65.7% |
| 5Y | +79.1% | +34.3% | +44.7% | +53.2% |
| 10Y | +405.9% | +102.6% | +303.3% | +268.7% |
| All | +1,497.9% | +201.7% | +1,296.2% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling