-1.1%
META vs ECL
+17.6%
-18.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -15.4% | +8.1% | -23.5% | -16.9% |
| 3M | +3.5% | +6.4% | -2.8% | +2.2% |
| 6M | -0.3% | +14.8% | -15.0% | -4.1% |
| YTD | -7.3% | +15.5% | -22.8% | -11.6% |
| 1Y | -1.1% | +20.1% | -21.2% | -6.7% |
| All | -1.1% | +17.6% | -18.7% | -6.7% |
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 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