+77.5%
QQQ vs META
+88.1%
-10.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | +3.6% | +5.2% | -1.5% | +1.9% |
| 30D | -6.7% | -13.0% | +6.3% | -2.4% |
| 3M | -7.0% | +7.9% | -15.0% | -10.1% |
| 6M | -4.7% | +4.2% | -8.9% | -7.6% |
| YTD | +11.1% | -2.5% | +13.6% | +9.2% |
| 1Y | +12.3% | +5.6% | +6.7% | +7.2% |
| 3Y | +83.3% | +96.8% | -13.5% | +37.2% |
| All | +77.5% | +88.1% | -10.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling