+98.3%
META vs USAR
-18.7%
+117.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.6% |
| 7D | -0.8% | -14.5% | +13.7% | -0.5% |
| 30D | -15.4% | -37.8% | +22.4% | -14.8% |
| 3M | +3.5% | -52.8% | +56.3% | +4.7% |
| 6M | -0.3% | -71.2% | +71.0% | +1.4% |
| YTD | -7.3% | -30.9% | +23.6% | -7.3% |
| 1Y | -1.1% | -48.0% | +46.9% | -0.8% |
| 3Y | +95.1% | -19.7% | +114.8% | +83.6% |
| All | +98.3% | -18.7% | +117.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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