+96.7%
META vs UPS
-5.3%
+102.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | -10.8% | +17.4% | -28.2% | -13.2% |
| 3M | +7.9% | +7.7% | +0.2% | +6.5% |
| 6M | +5.4% | +13.8% | -8.4% | +2.7% |
| YTD | -2.6% | +17.3% | -19.9% | -6.3% |
| 1Y | +1.9% | +27.2% | -25.3% | -3.8% |
| All | +96.7% | -5.3% | +102.0% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling