+295.5%
META vs ESTC
+31.2%
+264.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.2% |
| 7D | +6.7% | -8.1% | +14.8% | +9.0% |
| 30D | +4.8% | +31.7% | -26.9% | -3.9% |
| 3M | -1.6% | +41.1% | -42.7% | -11.6% |
| 6M | -7.5% | +77.1% | -84.5% | -23.0% |
| YTD | -6.4% | +21.7% | -28.1% | -14.4% |
| 1Y | -17.3% | +8.4% | -25.7% | -22.9% |
| 3Y | +109.9% | +23.6% | +86.3% | +71.1% |
| 5Y | +65.4% | -46.5% | +111.8% | +59.7% |
| All | +295.5% | +31.2% | +264.3% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling