+1,120.7%
QQQ vs META
+1,364.9%
-244.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -8.1% | +3.5% | -11.6% | -9.7% |
| 6M | -5.5% | -0.3% | -5.2% | -6.9% |
| YTD | +7.2% | -7.3% | +14.5% | +7.3% |
| 1Y | +7.8% | -1.1% | +8.9% | +5.5% |
| 3Y | +80.7% | +95.1% | -14.3% | +39.5% |
| 5Y | +69.6% | +80.6% | -11.0% | +25.8% |
| 10Y | +517.8% | +410.1% | +107.6% | +248.5% |
| All | +1,120.7% | +1,364.9% | -244.2% | +516.3% |
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 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