+1,527.5%
META vs ES
+232.2%
+1,295.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | -2.0% | +6.7% | +5.2% |
| 3M | -1.6% | +1.7% | -3.3% | -2.1% |
| 6M | -7.5% | -3.5% | -3.9% | -7.0% |
| YTD | -6.4% | +7.9% | -14.3% | -8.3% |
| 1Y | -17.3% | +17.2% | -34.5% | -20.8% |
| 3Y | +109.9% | +29.3% | +80.6% | +92.6% |
| 5Y | +65.4% | -5.7% | +71.1% | +64.6% |
| 10Y | +391.8% | +85.2% | +306.6% | +306.4% |
| All | +1,527.5% | +232.2% | +1,295.3% | +1,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling