+79.1%
META vs ESI
+24.6%
+54.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.1% | -0.3% |
| 7D | -3.1% | -13.1% | +10.0% | +3.1% |
| 30D | -18.1% | -18.5% | +0.4% | -10.3% |
| 3M | +2.9% | -19.6% | +22.4% | +12.6% |
| 6M | +0.2% | -29.8% | +30.0% | +13.9% |
| YTD | -8.1% | +23.9% | -32.0% | -26.5% |
| 1Y | -4.5% | +15.0% | -19.5% | -20.6% |
| 3Y | +94.2% | +64.3% | +29.8% | +15.6% |
| 5Y | +79.1% | +26.3% | +52.7% | +26.6% |
| All | +79.1% | +24.6% | +54.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling