+404.3%
META vs ES
+85.7%
+318.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -15.4% | +7.1% | -22.5% | -16.6% |
| 3M | +3.5% | -1.9% | +5.5% | +3.7% |
| 6M | -0.3% | +4.4% | -4.6% | -1.4% |
| YTD | -7.3% | +7.3% | -14.6% | -9.1% |
| 1Y | -1.1% | +2.1% | -3.2% | -2.3% |
| 3Y | +95.1% | +41.8% | +53.2% | +75.3% |
| 5Y | +80.6% | +1.4% | +79.1% | +77.1% |
| All | +404.3% | +85.7% | +318.6% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling