+425.7%
META vs NDAQ
+484.3%
-58.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -10.8% | +15.9% | -26.6% | -18.6% |
| 3M | +8.4% | +15.1% | -6.7% | -0.9% |
| 6M | +5.4% | +22.9% | -17.5% | -7.9% |
| YTD | -2.6% | +12.8% | -15.4% | -11.2% |
| 1Y | +3.5% | +26.0% | -22.5% | -12.0% |
| 3Y | +102.0% | +119.7% | -17.7% | +20.1% |
| 5Y | +93.1% | +65.4% | +27.7% | +34.8% |
| 10Y | +425.7% | +469.3% | -43.6% | +92.8% |
| All | +425.7% | +484.3% | -58.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling