+62.8%
META vs ES
-5.6%
+68.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +6.7% | +0.3% | +6.4% | +6.7% |
| 30D | +4.8% | -2.0% | +6.7% | +4.9% |
| 3M | -1.6% | +1.7% | -3.3% | -1.8% |
| 6M | -7.5% | -3.5% | -3.9% | -7.2% |
| YTD | -6.4% | +7.9% | -14.3% | -7.3% |
| 1Y | -17.3% | +17.2% | -34.5% | -19.1% |
| 3Y | +109.9% | +29.3% | +80.6% | +100.5% |
| All | +62.8% | -5.6% | +68.4% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling