+102.0%
META vs FIS
-41.8%
+143.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.3% |
| 7D | +5.7% | -29.4% | +35.1% | +9.8% |
| 30D | -10.8% | -16.7% | +6.0% | -10.0% |
| 3M | +8.4% | -33.0% | +41.4% | +13.7% |
| 6M | +5.4% | -33.3% | +38.7% | +10.2% |
| YTD | -2.6% | -56.0% | +53.4% | +9.8% |
| 1Y | +3.5% | -54.6% | +58.1% | +16.0% |
| 3Y | +102.0% | -40.6% | +142.6% | +122.0% |
| All | +102.0% | -41.8% | +143.8% | +122.0% |
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