+374.8%
META vs EFX
+44.5%
+330.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +3.6% |
| 7D | +6.7% | -8.6% | +15.3% | +10.5% |
| 30D | +4.8% | +0.1% | +4.6% | +4.3% |
| 3M | -1.6% | +3.8% | -5.5% | -4.1% |
| 6M | -7.5% | -13.5% | +6.0% | -3.5% |
| YTD | -6.4% | -17.7% | +11.3% | -1.1% |
| 1Y | -17.3% | -25.6% | +8.2% | -9.4% |
| 3Y | +109.9% | -12.1% | +122.0% | +104.3% |
| 5Y | +65.4% | -33.8% | +99.2% | +78.0% |
| All | +374.8% | +44.5% | +330.3% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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