+86.4%
META vs ECL
+38.6%
+47.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.9% |
| 7D | +5.2% | +2.9% | +2.3% | +3.3% |
| 30D | -13.0% | +7.5% | -20.5% | -17.1% |
| 3M | +7.9% | +12.2% | -4.3% | -0.3% |
| 6M | +4.2% | +24.6% | -20.3% | -10.7% |
| YTD | -2.5% | +18.8% | -21.3% | -14.4% |
| 1Y | +5.6% | +19.3% | -13.8% | -7.8% |
| 3Y | +96.8% | +78.2% | +18.6% | +21.2% |
| All | +86.4% | +38.6% | +47.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling