+379.6%
META vs QLD
+1,646.9%
-1,267.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +6.7% | +0.6% | +6.1% | +6.3% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | -1.6% | -8.4% | +6.7% | +1.5% |
| 6M | -7.5% | +32.2% | -39.7% | -24.1% |
| YTD | -6.4% | +28.9% | -35.3% | -22.2% |
| 1Y | -17.3% | +43.8% | -61.2% | -36.2% |
| 3Y | +109.9% | +176.6% | -66.7% | +4.2% |
| 5Y | +65.4% | +121.6% | -56.2% | -10.2% |
| All | +379.6% | +1,646.9% | -1,267.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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