+95.1%
META vs URA
+36.0%
+59.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.1% |
| 30D | -15.4% | -19.0% | +3.6% | -11.7% |
| 3M | +3.5% | -25.1% | +28.7% | +9.4% |
| 6M | -0.3% | -44.5% | +44.2% | +11.7% |
| YTD | -7.3% | -24.3% | +17.0% | -4.7% |
| 1Y | -1.1% | -28.1% | +27.0% | +2.6% |
| 3Y | +95.1% | +40.7% | +54.4% | +58.0% |
| All | +95.1% | +36.0% | +59.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling