+1,511.3%
META vs QID
-99.8%
+1,611.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | -0.6% |
| 7D | -0.8% | +9.4% | -10.2% | +5.1% |
| 30D | -15.4% | +31.2% | -46.7% | +0.3% |
| 3M | +3.5% | +17.4% | -13.9% | +15.8% |
| 6M | -0.3% | +8.4% | -8.7% | +8.0% |
| YTD | -7.3% | -15.8% | +8.4% | -11.7% |
| 1Y | -1.1% | -16.3% | +15.3% | -5.6% |
| 3Y | +95.1% | -70.4% | +165.5% | +17.8% |
| 5Y | +80.6% | -74.8% | +155.4% | +32.9% |
| 10Y | +410.1% | -99.0% | +509.2% | -3.2% |
| All | +1,511.3% | -99.8% | +1,611.1% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling