+462.9%
META vs URA
+266.3%
+196.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +5.2% | -1.5% | +6.7% | +5.6% |
| 30D | -13.0% | -10.4% | -2.6% | -10.3% |
| 3M | +7.9% | -29.6% | +37.6% | +18.8% |
| 6M | +4.2% | -40.3% | +44.5% | +19.5% |
| YTD | -2.5% | -25.5% | +22.9% | +2.2% |
| 1Y | +5.6% | -26.4% | +32.0% | +10.7% |
| 3Y | +96.8% | +31.4% | +65.4% | +62.0% |
| 5Y | +90.0% | +28.6% | +61.5% | +50.7% |
| All | +462.9% | +266.3% | +196.7% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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