+63.9%
META vs QQQM
+94.5%
-30.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +6.0% | +1.5% | +4.5% | +4.1% |
| 30D | +3.6% | -0.7% | +4.3% | +4.4% |
| 3M | +4.9% | +0.4% | +4.5% | +3.0% |
| 6M | -4.7% | +20.1% | -24.8% | -26.6% |
| YTD | -6.9% | +17.2% | -24.1% | -26.1% |
| 1Y | -18.2% | +24.7% | -42.9% | -40.4% |
| 3Y | +107.8% | +96.6% | +11.2% | -20.5% |
| 5Y | +63.9% | +95.0% | -31.1% | -33.2% |
| All | +63.9% | +94.5% | -30.6% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling