+404.3%
META vs FIS
-54.4%
+458.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.7% |
| 7D | -0.8% | -25.5% | +24.7% | +9.2% |
| 30D | -15.4% | -15.1% | -0.4% | -12.3% |
| 3M | +3.5% | -32.1% | +35.6% | +17.8% |
| 6M | -0.3% | -36.1% | +35.8% | +15.5% |
| YTD | -7.3% | -55.4% | +48.1% | +25.2% |
| 1Y | -1.1% | -53.9% | +52.8% | +31.5% |
| 3Y | +95.1% | -39.8% | +134.8% | +116.5% |
| 5Y | +80.6% | -71.1% | +151.7% | +188.5% |
| All | +404.3% | -54.4% | +458.7% | +490.6% |
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