+404.3%
META vs EFX
+66.3%
+338.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.7% |
| 7D | -0.8% | +2.7% | -3.5% | -1.9% |
| 30D | -15.4% | +33.1% | -48.5% | -25.1% |
| 3M | +3.5% | +8.2% | -4.6% | -1.2% |
| 6M | -0.3% | +10.2% | -10.4% | -6.5% |
| YTD | -7.3% | -11.8% | +4.5% | -5.8% |
| 1Y | -1.1% | -6.1% | +5.0% | -2.3% |
| 3Y | +95.1% | +7.5% | +87.6% | +72.0% |
| 5Y | +80.6% | -30.7% | +111.3% | +88.6% |
| All | +404.3% | +66.3% | +338.0% | +280.2% |
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