-18.2%
META vs FISV
-62.2%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | +6.0% | -1.6% | +7.6% | +6.2% |
| 30D | +3.6% | -3.0% | +6.6% | +3.9% |
| 3M | +4.9% | -3.5% | +8.4% | +5.0% |
| 6M | -4.7% | -19.4% | +14.7% | -3.6% |
| YTD | -6.9% | -24.3% | +17.4% | -5.5% |
| 1Y | -18.2% | -62.4% | +44.2% | -15.1% |
| All | -18.2% | -62.2% | +44.0% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling