+404.3%
META vs EFV
+157.1%
+247.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | -15.4% | +0.9% | -16.3% | -16.1% |
| 3M | +3.5% | -3.6% | +7.1% | +6.8% |
| 6M | -0.3% | +2.5% | -2.8% | -3.0% |
| YTD | -7.3% | +13.2% | -20.5% | -17.8% |
| 1Y | -1.1% | +20.3% | -21.4% | -17.1% |
| 3Y | +95.1% | +84.9% | +10.1% | +9.6% |
| 5Y | +80.6% | +87.7% | -7.2% | +0.7% |
| All | +404.3% | +157.1% | +247.1% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling