+107.3%
META vs ESTC
+25.2%
+82.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.7% |
| 7D | +6.7% | -8.1% | +14.8% | +8.0% |
| 30D | +4.8% | +31.7% | -26.9% | -0.1% |
| 3M | -1.6% | +41.1% | -42.7% | -7.3% |
| 6M | -7.5% | +77.1% | -84.5% | -16.4% |
| YTD | -6.4% | +21.7% | -28.1% | -10.6% |
| 1Y | -17.3% | +8.4% | -25.7% | -20.1% |
| All | +107.3% | +25.2% | +82.1% | +99.6% |
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