+1,511.3%
META vs FISV
+282.7%
+1,228.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.8% | +25.7% | -26.5% | -10.2% |
| 30D | -15.4% | +38.8% | -54.2% | -26.8% |
| 3M | +3.5% | +16.2% | -12.7% | -4.0% |
| 6M | -0.3% | +12.1% | -12.3% | -7.3% |
| YTD | -7.3% | -6.4% | -0.9% | -7.6% |
| 1Y | -1.1% | +2.0% | -3.1% | -5.5% |
| 3Y | +95.1% | -47.4% | +142.5% | +110.2% |
| 5Y | +80.6% | -37.3% | +117.9% | +74.5% |
| 10Y | +410.1% | +28.4% | +381.7% | +185.2% |
| All | +1,511.3% | +282.7% | +1,228.6% | +416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling