+79.1%
META vs ECL
+41.4%
+37.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -2.1% |
| 7D | -3.1% | +1.7% | -4.8% | -4.2% |
| 30D | -18.1% | +8.9% | -27.0% | -22.6% |
| 3M | +2.9% | +7.4% | -4.6% | -2.2% |
| 6M | +0.2% | +19.3% | -19.1% | -11.7% |
| YTD | -8.1% | +17.4% | -25.5% | -18.8% |
| 1Y | -4.5% | +19.4% | -23.9% | -16.8% |
| 3Y | +94.2% | +80.5% | +13.7% | +18.0% |
| 5Y | +79.1% | +40.2% | +38.8% | +28.1% |
| All | +79.1% | +41.4% | +37.7% | +28.1% |
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