+0.8%
META vs EFV
+25.8%
-25.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | -0.4% |
| 7D | +2.9% | +2.9% | 0.0% | +1.2% |
| 30D | -15.1% | +3.6% | -18.7% | -16.8% |
| 3M | +7.2% | -0.1% | +7.4% | +7.2% |
| 6M | +3.4% | +9.6% | -6.2% | -3.1% |
| YTD | -4.3% | +17.0% | -21.3% | -16.0% |
| 1Y | +0.8% | +25.7% | -24.9% | -15.5% |
| All | +0.8% | +25.8% | -25.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling