+62.8%
META vs URA
+128.0%
-65.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | +4.8% | +7.4% | -2.6% | +2.4% |
| 3M | -1.6% | -8.4% | +6.8% | +0.3% |
| 6M | -7.5% | -12.7% | +5.2% | -5.4% |
| YTD | -6.4% | +7.8% | -14.2% | -11.7% |
| 1Y | -17.3% | +19.5% | -36.8% | -25.9% |
| 3Y | +109.9% | +116.4% | -6.5% | +43.4% |
| All | +62.8% | +128.0% | -65.2% | +4.1% |
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