+0.6%
META vs FIS
-52.2%
+52.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.2% |
| 30D | -15.4% | -11.8% | -3.5% | -16.0% |
| 3M | +5.0% | -28.5% | +33.6% | +8.5% |
| 6M | +5.2% | -27.0% | +32.2% | +7.3% |
| YTD | -4.5% | -53.1% | +48.6% | +11.2% |
| 1Y | +0.6% | -52.8% | +53.4% | +16.6% |
| All | +0.6% | -52.2% | +52.8% | +16.6% |
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 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