-17.3%
META vs ESTC
+7.3%
-24.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.3% |
| 7D | +6.7% | -8.1% | +14.8% | +7.2% |
| 30D | +4.8% | +31.7% | -26.9% | +2.8% |
| 3M | -1.6% | +41.1% | -42.7% | -4.3% |
| 6M | -7.5% | +77.1% | -84.5% | -10.5% |
| YTD | -6.4% | +21.7% | -28.1% | -10.6% |
| 1Y | -17.3% | +8.4% | -25.7% | -20.9% |
| All | -17.3% | +7.3% | -24.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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