+1,527.5%
META vs FIS
+69.8%
+1,457.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.2% |
| 30D | +4.8% | -2.2% | +7.0% | +5.8% |
| 3M | -1.6% | +2.1% | -3.8% | -2.9% |
| 6M | -7.5% | -14.7% | +7.2% | -2.0% |
| YTD | -6.4% | -35.7% | +29.3% | +12.3% |
| 1Y | -17.3% | -37.1% | +19.7% | -0.3% |
| 3Y | +109.9% | -20.0% | +129.9% | +115.9% |
| 5Y | +65.4% | -62.1% | +127.5% | +142.4% |
| 10Y | +391.8% | -37.4% | +429.2% | +440.3% |
| All | +1,527.5% | +69.8% | +1,457.7% | +1,183.6% |
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