+379.6%
META vs ECL
+150.6%
+229.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | -2.6% | +9.3% | +8.2% |
| 30D | +4.8% | -2.2% | +6.9% | +5.9% |
| 3M | -1.6% | +10.1% | -11.7% | -7.0% |
| 6M | -7.5% | -5.7% | -1.7% | -5.0% |
| YTD | -6.4% | +7.0% | -13.4% | -10.6% |
| 1Y | -17.3% | +2.7% | -20.0% | -19.6% |
| 3Y | +109.9% | +57.7% | +52.2% | +58.2% |
| 5Y | +65.4% | +31.1% | +34.2% | +33.9% |
| All | +379.6% | +150.6% | +229.0% | +171.8% |
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