+1.9%
META vs ESI
+19.1%
-17.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +4.3% |
| 7D | +5.7% | -3.5% | +9.2% | +6.1% |
| 30D | -10.8% | -9.3% | -1.5% | -9.6% |
| 3M | +8.4% | -12.8% | +21.2% | +10.2% |
| 6M | +5.4% | -24.6% | +30.0% | +8.0% |
| YTD | -2.6% | +32.7% | -35.3% | -9.9% |
| All | +1.9% | +19.1% | -17.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling