+523.8%
QQQ vs META
+422.5%
+101.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | +3.3% | -4.8% | -2.7% |
| 30D | -10.2% | -10.8% | +0.6% | -6.3% |
| 3M | -6.3% | +7.9% | -14.2% | -9.9% |
| 6M | -4.9% | +5.4% | -10.3% | -8.8% |
| YTD | +10.2% | -2.6% | +12.8% | +8.0% |
| 1Y | +8.8% | +1.9% | +6.9% | +4.5% |
| 3Y | +81.4% | +97.0% | -15.6% | +27.9% |
| 5Y | +78.5% | +97.6% | -19.1% | +18.0% |
| 10Y | +523.8% | +436.0% | +87.8% | +132.1% |
| All | +523.8% | +422.5% | +101.3% | +132.1% |
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