+447.1%
META vs FIS
-55.0%
+502.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +1.6% |
| 7D | +3.1% | -3.5% | +6.6% | +4.2% |
| 30D | -18.2% | -19.4% | +1.2% | -13.6% |
| 3M | +7.8% | -31.6% | +39.4% | +21.8% |
| 6M | +3.6% | -32.5% | +36.1% | +17.0% |
| YTD | -5.3% | -56.0% | +50.7% | +28.2% |
| 1Y | +2.7% | -55.5% | +58.3% | +38.3% |
| 3Y | +91.5% | -41.3% | +132.8% | +114.6% |
| 5Y | +84.7% | -72.3% | +156.9% | +200.7% |
| All | +447.1% | -55.0% | +502.1% | +549.1% |
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