+81.9%
META vs ESI
+28.5%
+53.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -0.8% | -8.5% | +7.7% | +3.2% |
| 30D | -15.4% | -15.7% | +0.2% | -8.8% |
| 3M | +3.5% | -18.2% | +21.8% | +12.4% |
| 6M | -0.3% | -28.8% | +28.6% | +12.7% |
| YTD | -7.3% | +26.3% | -33.6% | -26.6% |
| 1Y | -1.1% | +18.2% | -19.3% | -18.9% |
| 3Y | +95.1% | +68.1% | +27.0% | +14.3% |
| All | +81.9% | +28.5% | +53.4% | +25.1% |
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