+1,497.9%
META vs FIS
+20.5%
+1,477.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.4% |
| 7D | -3.1% | -21.2% | +18.1% | +4.4% |
| 30D | -18.1% | -12.1% | -6.0% | -16.1% |
| 3M | +2.9% | -30.6% | +33.5% | +16.4% |
| 6M | +0.2% | -35.5% | +35.7% | +16.1% |
| YTD | -8.1% | -54.4% | +46.3% | +23.6% |
| 1Y | -4.5% | -52.9% | +48.3% | +26.4% |
| 3Y | +94.2% | -38.7% | +132.8% | +115.8% |
| 5Y | +79.1% | -70.4% | +149.5% | +181.2% |
| 10Y | +405.9% | -52.8% | +458.7% | +505.6% |
| All | +1,497.9% | +20.5% | +1,477.4% | +1,313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling