+311.6%
META vs ESTC
+24.6%
+286.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | +3.3% | -3.6% | +6.8% | +4.3% |
| 30D | -10.8% | -11.2% | +0.4% | -8.2% |
| 3M | +7.9% | +14.3% | -6.4% | +2.5% |
| 6M | +5.4% | +67.0% | -61.6% | -10.7% |
| YTD | -2.6% | +15.7% | -18.2% | -10.1% |
| 1Y | +1.9% | -6.3% | +8.1% | -0.8% |
| 3Y | +97.0% | +14.5% | +82.5% | +64.3% |
| 5Y | +97.6% | -49.9% | +147.5% | +94.3% |
| All | +311.6% | +24.6% | +286.9% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling