+1,236.3%
QQQ vs META
+1,379.6%
-143.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 6M | +18.0% | -7.5% | +25.5% | +19.3% |
| YTD | +17.3% | -6.4% | +23.7% | +17.7% |
| 1Y | +25.6% | -17.3% | +42.9% | +30.6% |
| 3Y | +93.7% | +109.9% | -16.2% | +46.8% |
| 5Y | +94.2% | +65.4% | +28.8% | +48.3% |
| 10Y | +557.9% | +391.8% | +166.0% | +274.6% |
| All | +1,236.3% | +1,379.6% | -143.3% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling