+62.8%
META vs URI
+200.7%
-137.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +6.7% | -2.0% | +8.7% | +7.3% |
| 30D | +4.8% | -12.9% | +17.7% | +9.1% |
| 3M | -1.6% | -6.7% | +5.1% | -0.3% |
| 6M | -7.5% | +19.0% | -26.5% | -14.4% |
| YTD | -6.4% | +25.5% | -31.9% | -16.7% |
| 1Y | -17.3% | +5.5% | -22.9% | -21.5% |
| 3Y | +109.9% | +111.3% | -1.4% | +39.3% |
| All | +62.8% | +200.7% | -137.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling