+0.8%
META vs ECL
+23.8%
-23.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | +0.7% |
| 7D | +2.9% | +7.7% | -4.9% | +1.0% |
| 30D | -15.1% | +13.7% | -28.8% | -17.7% |
| 3M | +7.2% | +11.6% | -4.3% | +4.5% |
| 6M | +3.4% | +23.9% | -20.5% | -2.9% |
| YTD | -4.3% | +21.0% | -25.3% | -10.4% |
| 1Y | +0.8% | +23.1% | -22.3% | -6.6% |
| All | +0.8% | +23.8% | -23.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling