+93.1%
META vs ESI
+42.9%
+50.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +2.7% |
| 7D | +5.7% | -3.5% | +9.2% | +7.3% |
| 30D | -10.8% | -9.3% | -1.5% | -6.9% |
| 3M | +8.4% | -12.8% | +21.2% | +14.3% |
| 6M | +5.4% | -24.6% | +30.0% | +16.2% |
| YTD | -2.6% | +32.7% | -35.3% | -24.6% |
| 1Y | +3.5% | +20.3% | -16.8% | -15.4% |
| 3Y | +102.0% | +80.2% | +21.8% | +13.8% |
| 5Y | +93.1% | +40.0% | +53.1% | +33.1% |
| All | +93.1% | +42.9% | +50.2% | +33.1% |
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