+89.4%
META vs USB
+23.7%
+65.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +1.8% |
| 30D | -15.1% | +6.6% | -21.6% | -17.5% |
| 3M | +7.2% | -4.1% | +11.3% | +8.9% |
| 6M | +3.4% | +12.5% | -9.1% | -2.1% |
| YTD | -4.3% | +17.6% | -21.9% | -11.3% |
| 1Y | +0.8% | +36.5% | -35.7% | -12.6% |
| 3Y | +102.2% | +95.4% | +6.8% | +44.9% |
| 5Y | +89.4% | +26.1% | +63.2% | +74.3% |
| All | +89.4% | +23.7% | +65.7% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling