+0.8%
META vs FIS
-50.5%
+51.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.7% | +25.1% | +3.1% |
| 7D | +2.9% | -18.4% | +21.3% | +3.5% |
| 30D | -15.1% | -11.4% | -3.7% | -16.0% |
| 3M | +7.2% | -32.0% | +39.2% | +11.6% |
| 6M | +3.4% | -35.6% | +39.0% | +7.5% |
| YTD | -4.3% | -53.8% | +49.5% | +11.4% |
| 1Y | +0.8% | -51.1% | +51.8% | +13.4% |
| All | +0.8% | -50.5% | +51.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling