+81.9%
META vs FIS
-71.2%
+153.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.5% |
| 7D | -0.8% | -25.5% | +24.7% | +6.7% |
| 30D | -15.4% | -15.1% | -0.4% | -13.2% |
| 3M | +3.5% | -32.1% | +35.6% | +14.5% |
| 6M | -0.3% | -36.1% | +35.8% | +11.9% |
| YTD | -7.3% | -55.4% | +48.1% | +18.1% |
| 1Y | -1.1% | -53.9% | +52.8% | +24.4% |
| 3Y | +95.1% | -39.8% | +134.8% | +109.0% |
| All | +81.9% | -71.2% | +153.1% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling