+81.9%
META vs NDAQ
+60.8%
+21.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | -15.4% | +16.5% | -31.9% | -23.4% |
| 3M | +3.5% | +13.5% | -10.0% | -4.9% |
| 6M | -0.3% | +20.9% | -21.2% | -12.6% |
| YTD | -7.3% | +11.4% | -18.7% | -15.1% |
| 1Y | -1.1% | +25.9% | -27.0% | -16.9% |
| 3Y | +95.1% | +119.9% | -24.8% | +6.7% |
| All | +81.9% | +60.8% | +21.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling