+1,527.5%
META vs UL
+186.1%
+1,341.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -1.3% | +8.0% | +7.2% |
| 30D | +4.8% | +0.5% | +4.3% | +4.6% |
| 3M | -1.6% | +17.6% | -19.2% | -7.0% |
| 6M | -7.5% | -5.4% | -2.1% | -6.2% |
| YTD | -6.4% | +0.7% | -7.1% | -7.4% |
| 1Y | -17.3% | -9.3% | -8.1% | -15.5% |
| 3Y | +109.9% | +24.5% | +85.4% | +87.3% |
| 5Y | +65.4% | +23.2% | +42.1% | +46.0% |
| 10Y | +391.8% | +64.5% | +327.3% | +285.9% |
| All | +1,527.5% | +186.1% | +1,341.4% | +1,019.0% |
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