+379.6%
META vs ESI
+316.2%
+63.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.1% |
| 7D | +6.7% | +3.3% | +3.4% | +5.3% |
| 30D | +4.8% | -5.9% | +10.6% | +7.0% |
| 3M | -1.6% | -14.1% | +12.5% | +2.3% |
| 6M | -7.5% | +6.6% | -14.0% | -12.9% |
| YTD | -6.4% | +45.0% | -51.4% | -23.2% |
| 1Y | -17.3% | +41.5% | -58.8% | -32.0% |
| 3Y | +109.9% | +78.8% | +31.2% | +52.1% |
| 5Y | +65.4% | +70.9% | -5.5% | +21.7% |
| All | +379.6% | +316.2% | +63.4% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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