+0.6%
META vs QQQM
+11.8%
-11.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -3.8% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -15.4% | -7.5% | -7.9% | -10.0% |
| 3M | +5.0% | -3.8% | +8.9% | +8.4% |
| 6M | +5.2% | -3.0% | +8.2% | +7.6% |
| YTD | -4.5% | +12.8% | -17.3% | -19.7% |
| 1Y | +0.6% | +11.6% | -11.0% | -14.9% |
| All | +0.6% | +11.8% | -11.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 1y: compounded portfolio wealth divided by compounded QQQM 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…
1y analysis · Full analysis span regression · 6 months rolling