+95.1%
META vs UPS
-10.2%
+105.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -15.4% | +17.3% | -32.8% | -17.8% |
| 3M | +3.5% | +6.6% | -3.1% | +2.3% |
| 6M | -0.3% | +12.0% | -12.3% | -2.6% |
| YTD | -7.3% | +14.4% | -21.7% | -10.4% |
| 1Y | -1.1% | +23.3% | -24.4% | -6.1% |
| 3Y | +95.1% | -9.6% | +104.7% | +84.8% |
| All | +95.1% | -10.2% | +105.3% | +84.8% |
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 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