+425.7%
META vs FITB
+247.7%
+178.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | +5.7% | -1.1% | +6.8% | +6.1% |
| 30D | -10.8% | +7.3% | -18.1% | -12.7% |
| 3M | +8.4% | -4.0% | +12.4% | +9.6% |
| 6M | +5.4% | +11.9% | -6.5% | +1.6% |
| YTD | -2.6% | +19.0% | -21.6% | -8.2% |
| 1Y | +3.5% | +31.0% | -27.5% | -5.4% |
| 3Y | +102.0% | +143.8% | -41.8% | +51.2% |
| 5Y | +93.1% | +48.9% | +44.2% | +64.8% |
| 10Y | +425.7% | +236.6% | +189.0% | +267.6% |
| All | +425.7% | +247.7% | +178.0% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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