+95.1%
META vs EFA
+60.9%
+34.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.5% |
| 7D | -0.8% | -1.4% | +0.6% | +0.5% |
| 30D | -15.4% | -1.2% | -14.2% | -14.5% |
| 3M | +3.5% | -5.1% | +8.6% | +8.4% |
| 6M | -0.3% | -1.2% | +1.0% | +0.3% |
| YTD | -7.3% | +7.8% | -15.1% | -15.0% |
| 1Y | -1.1% | +12.2% | -13.2% | -12.9% |
| 3Y | +95.1% | +61.5% | +33.5% | +23.0% |
| All | +95.1% | +60.9% | +34.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling