+79.1%
META vs URA
+27.0%
+52.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -2.4% |
| 7D | -3.1% | -13.3% | +10.2% | +1.1% |
| 30D | -18.1% | -25.9% | +7.8% | -10.5% |
| 3M | +2.9% | -27.8% | +30.6% | +12.7% |
| 6M | +0.2% | -42.8% | +43.0% | +16.9% |
| YTD | -8.1% | -27.5% | +19.4% | -3.1% |
| 1Y | -4.5% | -35.1% | +30.6% | +4.1% |
| 3Y | +94.2% | +31.1% | +63.1% | +50.3% |
| 5Y | +79.1% | +29.8% | +49.3% | +23.1% |
| All | +79.1% | +27.0% | +52.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling