+436.0%
META vs QID
-99.0%
+535.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.8% |
| 7D | +3.3% | +1.8% | +1.5% | +5.2% |
| 30D | -10.8% | +21.6% | -32.4% | +1.7% |
| 3M | +7.9% | +12.6% | -4.7% | +18.2% |
| 6M | +5.4% | +6.9% | -1.5% | +13.7% |
| YTD | -2.6% | -20.5% | +17.9% | -10.2% |
| 1Y | +1.9% | -18.1% | +20.0% | -3.9% |
| 3Y | +97.0% | -70.7% | +167.6% | +16.9% |
| 5Y | +97.6% | -77.2% | +174.9% | +35.3% |
| 10Y | +436.0% | -99.0% | +535.1% | -13.9% |
| All | +436.0% | -99.0% | +535.0% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling