+93.4%
META vs FIS
-38.4%
+131.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -3.1% | -21.2% | +18.1% | -1.1% |
| 30D | -18.1% | -12.1% | -6.0% | -18.1% |
| 3M | +2.9% | -30.6% | +33.5% | +7.4% |
| 6M | +0.2% | -35.5% | +35.7% | +5.5% |
| YTD | -8.1% | -54.4% | +46.3% | +3.0% |
| 1Y | -4.5% | -52.9% | +48.3% | +6.4% |
| All | +93.4% | -38.4% | +131.9% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling