-1.1%
META vs FIS
-54.2%
+53.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.0% |
| 7D | -0.8% | -25.5% | +24.7% | +0.9% |
| 30D | -15.4% | -15.1% | -0.4% | -16.0% |
| 3M | +3.5% | -32.1% | +35.6% | +7.3% |
| 6M | -0.3% | -36.1% | +35.8% | +3.4% |
| YTD | -7.3% | -55.4% | +48.1% | +7.9% |
| 1Y | -1.1% | -53.9% | +52.8% | +13.1% |
| All | -1.1% | -54.2% | +53.1% | +13.1% |
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 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