+404.3%
META vs ECL
+199.1%
+205.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | -15.4% | +8.1% | -23.5% | -19.0% |
| 3M | +3.5% | +6.4% | -2.8% | -0.2% |
| 6M | -0.3% | +14.8% | -15.0% | -8.1% |
| YTD | -7.3% | +15.5% | -22.8% | -15.2% |
| 1Y | -1.1% | +20.1% | -21.2% | -11.6% |
| 3Y | +95.1% | +77.8% | +17.3% | +37.7% |
| 5Y | +80.6% | +37.9% | +42.7% | +41.8% |
| All | +404.3% | +199.1% | +205.2% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling