+1,527.5%
META vs QID
-99.8%
+1,627.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +0.8% |
| 7D | +6.7% | -0.6% | +7.3% | +6.4% |
| 30D | +4.8% | 0.0% | +4.8% | +4.9% |
| 3M | -1.6% | +3.7% | -5.4% | +2.3% |
| 6M | -7.5% | -29.9% | +22.4% | -22.6% |
| YTD | -6.4% | -28.8% | +22.4% | -20.4% |
| 1Y | -17.3% | -37.2% | +19.8% | -33.9% |
| 3Y | +109.9% | -73.7% | +183.6% | +17.9% |
| 5Y | +65.4% | -80.7% | +146.1% | +3.4% |
| 10Y | +391.8% | -99.1% | +490.9% | -14.3% |
| All | +1,527.5% | -99.8% | +1,627.3% | +74.8% |
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