+79.1%
META vs ESTC
-51.6%
+130.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.2% | -2.4% |
| 7D | -3.1% | -18.5% | +15.4% | +2.1% |
| 30D | -18.1% | -11.0% | -7.1% | -15.9% |
| 3M | +2.9% | +20.8% | -17.9% | -3.7% |
| 6M | +0.2% | +67.9% | -67.7% | -15.0% |
| YTD | -8.1% | +11.6% | -19.7% | -14.1% |
| 1Y | -4.5% | -3.3% | -1.3% | -7.6% |
| 3Y | +94.2% | +16.4% | +77.8% | +58.7% |
| 5Y | +79.1% | -49.9% | +128.9% | +64.2% |
| All | +79.1% | -51.6% | +130.7% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling