+93.4%
META vs ESTC
+15.4%
+78.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.2% | -3.0% |
| 7D | -3.1% | -18.5% | +15.4% | -0.1% |
| 30D | -18.1% | -11.0% | -7.1% | -16.8% |
| 3M | +2.9% | +20.8% | -17.9% | -0.8% |
| 6M | +0.2% | +67.9% | -67.7% | -8.6% |
| YTD | -8.1% | +11.6% | -19.7% | -11.2% |
| 1Y | -4.5% | -3.3% | -1.3% | -5.9% |
| All | +93.4% | +15.4% | +78.0% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling