-19.1%
META vs Q
+56.5%
-75.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -2.9% |
| 7D | -3.1% | -10.3% | +7.2% | -1.6% |
| 30D | -18.1% | -17.7% | -0.5% | -16.0% |
| 3M | +2.9% | -18.8% | +21.7% | +5.6% |
| 6M | +0.2% | -24.8% | +25.0% | +2.3% |
| YTD | -8.1% | +35.0% | -43.1% | -16.2% |
| 1Y | -4.5% | +10.7% | -15.2% | -14.6% |
| All | -19.1% | +56.5% | -75.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling