+96.6%
QQQ vs META
+108.8%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +0.4% | +6.7% | -6.4% | -1.7% |
| 30D | +0.2% | +4.8% | -4.5% | -1.4% |
| 3M | -2.8% | -1.6% | -1.2% | -3.0% |
| 6M | +18.0% | -7.5% | +25.5% | +19.6% |
| YTD | +17.3% | -6.4% | +23.7% | +17.8% |
| 1Y | +25.6% | -17.3% | +42.9% | +31.5% |
| All | +96.6% | +108.8% | -12.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling