+86.4%
META vs NDAQ
+66.7%
+19.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +5.2% | +1.3% | +3.9% | +4.4% |
| 30D | -13.0% | +18.0% | -30.9% | -21.7% |
| 3M | +7.9% | +11.5% | -3.6% | +0.3% |
| 6M | +4.2% | +21.1% | -16.8% | -8.5% |
| YTD | -2.5% | +12.8% | -15.3% | -11.4% |
| 1Y | +5.6% | +25.7% | -20.1% | -11.0% |
| 3Y | +96.8% | +116.8% | -20.0% | +9.4% |
| All | +86.4% | +66.7% | +19.7% | +21.9% |
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