+447.1%
META vs ESI
+321.1%
+126.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +3.1% | +8.3% | -5.3% | -0.1% |
| 30D | -18.2% | -10.4% | -7.8% | -14.9% |
| 3M | +7.8% | -13.2% | +21.0% | +12.9% |
| 6M | +3.6% | -23.9% | +27.5% | +12.1% |
| YTD | -5.3% | +34.2% | -39.5% | -20.9% |
| 1Y | +2.7% | +22.2% | -19.5% | -11.0% |
| 3Y | +91.5% | +79.2% | +12.3% | +36.1% |
| 5Y | +84.7% | +38.1% | +46.6% | +44.4% |
| All | +447.1% | +321.1% | +126.0% | +162.8% |
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