+62.8%
META vs EFV
+96.9%
-34.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +6.7% | +1.5% | +5.2% | +5.2% |
| 30D | +4.8% | +1.7% | +3.0% | +3.0% |
| 3M | -1.6% | +8.6% | -10.3% | -9.8% |
| 6M | -7.5% | +11.7% | -19.1% | -17.8% |
| YTD | -6.4% | +19.3% | -25.7% | -22.7% |
| 1Y | -17.3% | +30.2% | -47.6% | -38.0% |
| 3Y | +109.9% | +91.6% | +18.3% | +0.4% |
| All | +62.8% | +96.9% | -34.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling