+80.7%
QQQ vs META
+94.9%
-14.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -13.4% | -15.4% | +2.0% | -8.9% |
| 3M | -8.1% | +3.5% | -11.6% | -9.8% |
| 6M | -5.5% | -0.3% | -5.2% | -6.8% |
| YTD | +7.2% | -7.3% | +14.5% | +7.3% |
| 1Y | +7.8% | -1.1% | +8.9% | +5.2% |
| 3Y | +80.7% | +95.1% | -14.3% | +41.3% |
| All | +80.7% | +94.9% | -14.2% | +41.3% |
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 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