+107.3%
META vs QLD
+178.0%
-70.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | -1.6% | -8.4% | +6.7% | +1.7% |
| 6M | -7.5% | +32.2% | -39.7% | -23.8% |
| YTD | -6.4% | +28.9% | -35.3% | -22.0% |
| 1Y | -17.3% | +43.8% | -61.2% | -36.0% |
| All | +107.3% | +178.0% | -70.7% | 0.0% |
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