+0.8%
META vs QID
-21.1%
+21.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +0.7% |
| 7D | +2.9% | +9.8% | -6.9% | +6.9% |
| 30D | -15.1% | +18.9% | -34.0% | -8.5% |
| 3M | +7.2% | +9.6% | -2.4% | +12.5% |
| 6M | +3.4% | -7.8% | +11.2% | +1.2% |
| YTD | -4.3% | -23.3% | +19.0% | -16.0% |
| 1Y | +0.8% | -22.0% | +22.8% | -10.7% |
| All | +0.8% | -21.1% | +21.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling