+79.1%
META vs QLD
+61.4%
+17.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.7% | +8.8% | +4.1% |
| 7D | -3.1% | -18.6% | +15.4% | +9.5% |
| 30D | -18.1% | -28.3% | +10.2% | +0.1% |
| 3M | +2.9% | -20.4% | +23.2% | +17.5% |
| 6M | +0.2% | -14.3% | +14.5% | +5.9% |
| YTD | -8.1% | +2.8% | -10.9% | -14.6% |
| 1Y | -4.5% | -1.2% | -3.3% | -9.4% |
| 3Y | +94.2% | +135.3% | -41.1% | -5.5% |
| 5Y | +79.1% | +62.6% | +16.5% | +7.6% |
| All | +79.1% | +61.4% | +17.7% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling