+1,593.8%
META vs EFV
+250.3%
+1,343.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +3.3% | +2.1% | +1.1% | +1.6% |
| 30D | -10.8% | +3.1% | -13.8% | -12.8% |
| 3M | +7.9% | -1.3% | +9.2% | +9.0% |
| 6M | +5.4% | +6.0% | -0.6% | +0.3% |
| YTD | -2.6% | +15.8% | -18.4% | -13.9% |
| 1Y | +1.9% | +21.1% | -19.2% | -13.1% |
| 3Y | +97.0% | +91.0% | +6.0% | +16.1% |
| 5Y | +97.6% | +94.3% | +3.3% | +16.0% |
| 10Y | +436.0% | +160.4% | +275.6% | +157.0% |
| All | +1,593.8% | +250.3% | +1,343.5% | +731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling