+81.9%
META vs EFX
-31.2%
+113.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.8% |
| 7D | -0.8% | +2.7% | -3.5% | -2.1% |
| 30D | -15.4% | +33.1% | -48.5% | -26.3% |
| 3M | +3.5% | +8.2% | -4.6% | -1.7% |
| 6M | -0.3% | +10.2% | -10.4% | -7.3% |
| YTD | -7.3% | -11.8% | +4.5% | -5.0% |
| 1Y | -1.1% | -6.1% | +5.0% | -2.2% |
| 3Y | +95.1% | +7.5% | +87.6% | +55.7% |
| All | +81.9% | -31.2% | +113.1% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling