+95.1%
META vs ESI
+67.9%
+27.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -0.8% | -8.5% | +7.7% | +1.6% |
| 30D | -15.4% | -15.7% | +0.2% | -11.4% |
| 3M | +3.5% | -18.2% | +21.8% | +9.0% |
| 6M | -0.3% | -28.8% | +28.6% | +7.7% |
| YTD | -7.3% | +26.3% | -33.6% | -20.4% |
| 1Y | -1.1% | +18.2% | -19.3% | -13.0% |
| 3Y | +95.1% | +68.1% | +27.0% | +45.0% |
| All | +95.1% | +67.9% | +27.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling