-14.0%
META vs QQQM
+22.1%
-36.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | +5.5% | -1.3% | +6.8% | +6.6% |
| 30D | +7.6% | -1.4% | +8.9% | +8.7% |
| 3M | +13.0% | +2.2% | +10.8% | +10.1% |
| 6M | -1.3% | +16.9% | -18.2% | -19.3% |
| YTD | -2.2% | +15.7% | -17.9% | -19.2% |
| 1Y | -14.0% | +22.7% | -36.7% | -31.4% |
| All | -14.0% | +22.1% | -36.1% | -31.4% |
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