+375.1%
META vs FISV
-1.0%
+376.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | +6.0% | -1.6% | +7.6% | +6.7% |
| 30D | +3.6% | -3.0% | +6.6% | +4.7% |
| 3M | +4.9% | -3.5% | +8.4% | +5.3% |
| 6M | -4.7% | -19.4% | +14.7% | +2.2% |
| YTD | -6.9% | -24.3% | +17.4% | +1.9% |
| 1Y | -18.2% | -62.4% | +44.2% | +12.2% |
| 3Y | +107.8% | -58.2% | +165.9% | +144.3% |
| 5Y | +63.9% | -56.5% | +120.4% | +85.4% |
| 10Y | +375.1% | -0.5% | +375.6% | +224.2% |
| All | +375.1% | -1.0% | +376.1% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling