+0.2%
META vs QLD
-13.4%
+13.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.7% | +8.8% | -0.2% |
| 7D | -3.1% | -18.6% | +15.4% | +2.7% |
| 30D | -18.1% | -28.3% | +10.2% | -10.1% |
| 3M | +2.9% | -20.4% | +23.2% | +9.9% |
| 6M | +0.2% | -14.3% | +14.5% | +11.0% |
| All | +0.2% | -13.4% | +13.6% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling