+462.9%
META vs FIS
-53.2%
+516.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.3% |
| 7D | +5.2% | +2.8% | +2.3% | +3.7% |
| 30D | -13.0% | -16.7% | +3.7% | -9.2% |
| 3M | +7.9% | -32.3% | +40.2% | +22.8% |
| 6M | +4.2% | -29.1% | +33.3% | +15.4% |
| YTD | -2.5% | -54.1% | +51.6% | +29.8% |
| 1Y | +5.6% | -53.7% | +59.3% | +39.9% |
| 3Y | +96.8% | -38.8% | +135.6% | +117.0% |
| 5Y | +90.0% | -71.1% | +161.1% | +204.5% |
| All | +462.9% | -53.2% | +516.1% | +557.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling