+1,563.7%
META vs USB
+220.8%
+1,342.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +2.9% | +2.4% | +0.5% | +1.9% |
| 30D | -15.1% | +6.6% | -21.6% | -17.3% |
| 3M | +7.2% | -4.1% | +11.3% | +8.7% |
| 6M | +3.4% | +12.5% | -9.1% | -1.7% |
| YTD | -4.3% | +17.6% | -21.9% | -10.7% |
| 1Y | +0.8% | +36.5% | -35.7% | -11.4% |
| 3Y | +102.2% | +95.4% | +6.8% | +51.2% |
| 5Y | +89.4% | +26.1% | +63.2% | +65.4% |
| 10Y | +426.7% | +101.3% | +325.5% | +247.4% |
| All | +1,563.7% | +220.8% | +1,342.9% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling