+1,527.5%
META vs QLD
+5,898.2%
-4,370.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 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% | -35.9% |
| 3Y | +109.9% | +176.6% | -66.7% | +5.8% |
| 5Y | +65.4% | +121.6% | -56.2% | -8.5% |
| 10Y | +391.8% | +1,652.9% | -1,261.1% | -22.4% |
| All | +1,527.5% | +5,898.2% | -4,370.7% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling