+93.1%
META vs FIS
-71.8%
+164.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | +5.7% | -29.4% | +35.1% | +15.8% |
| 30D | -10.8% | -16.7% | +6.0% | -7.9% |
| 3M | +8.4% | -33.0% | +41.4% | +20.3% |
| 6M | +5.4% | -33.3% | +38.7% | +16.5% |
| YTD | -2.6% | -56.0% | +53.4% | +24.6% |
| 1Y | +3.5% | -54.6% | +58.1% | +30.8% |
| 3Y | +102.0% | -40.6% | +142.6% | +117.5% |
| 5Y | +93.1% | -71.9% | +165.0% | +221.3% |
| All | +93.1% | -71.8% | +164.8% | +221.3% |
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 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