+101.4%
META vs QLD
+168.6%
-67.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.4% |
| 7D | +2.9% | -9.4% | +12.2% | +8.2% |
| 30D | -15.1% | -17.1% | +2.0% | -6.4% |
| 3M | +7.2% | -10.4% | +17.7% | +13.3% |
| 6M | +3.4% | +0.7% | +2.6% | -0.3% |
| YTD | -4.3% | +17.7% | -22.1% | -16.4% |
| 1Y | +0.8% | +14.7% | -13.9% | -11.0% |
| All | +101.4% | +168.6% | -67.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling