+1,563.7%
META vs URA
+18.1%
+1,545.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +2.9% | -10.5% | +13.4% | +6.0% |
| 30D | -15.1% | -18.6% | +3.6% | -10.3% |
| 3M | +7.2% | -23.0% | +30.3% | +14.6% |
| 6M | +3.4% | -40.3% | +43.7% | +17.3% |
| YTD | -4.3% | -23.5% | +19.2% | -0.4% |
| 1Y | +0.8% | -31.1% | +31.9% | +7.7% |
| 3Y | +102.2% | +38.3% | +63.8% | +68.2% |
| 5Y | +89.4% | +34.6% | +54.8% | +53.4% |
| 10Y | +426.7% | +285.4% | +141.3% | +201.5% |
| All | +1,563.7% | +18.1% | +1,545.6% | +1,002.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling