+1,527.5%
META vs URA
+66.4%
+1,461.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -1.6% | -8.4% | +6.8% | +0.1% |
| 6M | -7.5% | -12.7% | +5.2% | -5.4% |
| YTD | -6.4% | +7.8% | -14.2% | -11.0% |
| 1Y | -17.3% | +19.5% | -36.8% | -24.7% |
| 3Y | +109.9% | +116.4% | -6.5% | +54.1% |
| 5Y | +65.4% | +134.3% | -68.9% | +15.1% |
| 10Y | +391.8% | +359.3% | +32.6% | +165.9% |
| All | +1,527.5% | +66.4% | +1,461.1% | +885.4% |
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