+425.7%
META vs EFA
+146.9%
+278.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +1.8% |
| 7D | +5.7% | +1.2% | +4.5% | +4.4% |
| 30D | -10.8% | +1.5% | -12.3% | -12.1% |
| 3M | +8.4% | -3.3% | +11.7% | +12.4% |
| 6M | +5.4% | +2.6% | +2.8% | +1.8% |
| YTD | -2.6% | +11.0% | -13.6% | -14.3% |
| 1Y | +3.5% | +15.1% | -11.6% | -12.7% |
| 3Y | +102.0% | +67.6% | +34.4% | +10.6% |
| 5Y | +93.1% | +50.5% | +42.6% | +21.2% |
| 10Y | +425.7% | +144.8% | +280.8% | +99.9% |
| All | +425.7% | +146.9% | +278.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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