+107.3%
META vs USB
+95.2%
+12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +6.7% | +1.4% | +5.3% | +6.2% |
| 30D | +4.8% | -1.3% | +6.1% | +5.2% |
| 3M | -1.6% | +15.2% | -16.9% | -6.0% |
| 6M | -7.5% | +18.8% | -26.3% | -12.7% |
| YTD | -6.4% | +21.0% | -27.4% | -12.3% |
| 1Y | -17.3% | +34.0% | -51.4% | -25.1% |
| All | +107.3% | +95.2% | +12.1% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling