+1,527.5%
META vs EFA
+244.6%
+1,282.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | +0.6% | +6.1% | +6.1% |
| 30D | +4.8% | +0.9% | +3.9% | +3.9% |
| 3M | -1.6% | +4.9% | -6.5% | -6.4% |
| 6M | -7.5% | +8.6% | -16.0% | -15.1% |
| YTD | -6.4% | +14.6% | -21.0% | -18.7% |
| 1Y | -17.3% | +22.6% | -40.0% | -32.8% |
| 3Y | +109.9% | +66.5% | +43.4% | +26.6% |
| 5Y | +65.4% | +54.5% | +10.8% | +8.7% |
| 10Y | +391.8% | +144.8% | +247.0% | +126.7% |
| All | +1,527.5% | +244.6% | +1,282.9% | +635.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling