+400.1%
META vs URI
+1,357.5%
-957.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.2% | -2.0% |
| 7D | -3.1% | -12.9% | +9.8% | +0.6% |
| 30D | -18.1% | -3.4% | -14.7% | -17.5% |
| 3M | +2.9% | -10.0% | +12.9% | +5.4% |
| 6M | +0.2% | +12.2% | -12.0% | -4.1% |
| YTD | -8.1% | +29.8% | -37.8% | -17.7% |
| 1Y | -4.5% | +24.6% | -29.1% | -13.6% |
| 3Y | +94.2% | +137.6% | -43.4% | +39.2% |
| 5Y | +79.1% | +176.6% | -97.5% | +18.9% |
| All | +400.1% | +1,357.5% | -957.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling