+517.9%
QQQ vs META
+432.9%
+85.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.6% |
| 7D | -0.3% | +5.7% | -6.0% | -2.3% |
| 30D | -9.6% | -10.8% | +1.2% | -5.6% |
| 3M | -5.9% | +8.4% | -14.4% | -9.7% |
| 6M | -4.3% | +5.4% | -9.7% | -8.1% |
| YTD | +11.0% | -2.6% | +13.5% | +8.7% |
| 1Y | +11.9% | +3.5% | +8.4% | +6.8% |
| 3Y | +86.7% | +102.0% | -15.3% | +30.2% |
| 5Y | +77.1% | +93.1% | -16.0% | +18.4% |
| 10Y | +517.9% | +425.7% | +92.2% | +130.5% |
| All | +517.9% | +432.9% | +85.0% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 10y: compounded portfolio wealth divided by compounded META 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…
10y analysis · Full analysis span regression · 6 months rolling