-17.3%
META vs USB
+35.1%
-52.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +6.7% | +1.4% | +5.3% | +6.1% |
| 30D | +4.8% | -1.3% | +6.1% | +5.3% |
| 3M | -1.6% | +15.2% | -16.9% | -6.5% |
| 6M | -7.5% | +18.8% | -26.3% | -14.1% |
| YTD | -6.4% | +21.0% | -27.4% | -13.8% |
| 1Y | -17.3% | +34.0% | -51.4% | -26.6% |
| All | -17.3% | +35.1% | -52.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling