+433.3%
META vs UPS
+45.7%
+387.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.5% |
| 7D | -0.2% | -1.6% | +1.4% | +0.5% |
| 30D | -15.4% | +17.9% | -33.3% | -21.1% |
| 3M | +5.0% | +9.4% | -4.4% | +0.6% |
| 6M | +5.2% | +16.2% | -11.0% | -2.4% |
| YTD | -4.5% | +18.8% | -23.3% | -13.1% |
| 1Y | +0.6% | +26.1% | -25.5% | -11.1% |
| 3Y | +93.1% | -4.5% | +97.5% | +83.6% |
| 5Y | +93.7% | -33.2% | +126.9% | +120.6% |
| 10Y | +433.3% | +44.3% | +389.0% | +279.8% |
| All | +433.3% | +45.7% | +387.6% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling