+86.4%
META vs EFX
-30.1%
+116.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +5.2% | -0.8% | +5.9% | +5.5% |
| 30D | -13.0% | +25.1% | -38.1% | -22.1% |
| 3M | +7.9% | +1.7% | +6.3% | +5.6% |
| 6M | +4.2% | +18.4% | -14.1% | -6.4% |
| YTD | -2.5% | -12.5% | +10.0% | +0.2% |
| 1Y | +5.6% | -8.1% | +13.7% | +5.5% |
| 3Y | +96.8% | +4.8% | +92.0% | +59.8% |
| All | +86.4% | -30.1% | +116.5% | +99.3% |
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 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