+12.3%
QQQ vs META
+5.0%
+7.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | +3.6% | +5.2% | -1.5% | +2.5% |
| 30D | -6.7% | -13.0% | +6.3% | -4.4% |
| 3M | -7.0% | +7.9% | -15.0% | -8.7% |
| 6M | -4.7% | +4.2% | -8.9% | -5.8% |
| YTD | +11.1% | -2.5% | +13.6% | +9.9% |
| 1Y | +12.3% | +5.6% | +6.7% | +8.3% |
| All | +12.3% | +5.0% | +7.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling