+1,527.5%
META vs FISV
+222.5%
+1,304.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | -2.1% | +6.8% | +5.6% |
| 3M | -1.6% | -5.7% | +4.1% | -0.1% |
| 6M | -7.5% | -15.3% | +7.9% | -2.3% |
| YTD | -6.4% | -21.1% | +14.7% | +1.3% |
| 1Y | -17.3% | -61.1% | +43.7% | +14.4% |
| 3Y | +109.9% | -56.8% | +166.8% | +149.5% |
| 5Y | +65.4% | -54.2% | +119.5% | +87.0% |
| 10Y | +391.8% | +1.6% | +390.2% | +211.8% |
| All | +1,527.5% | +222.5% | +1,304.9% | +466.2% |
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