-1.1%
META vs FITB
+29.0%
-30.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | -1.5% | +0.8% | -0.5% |
| 30D | -15.4% | +5.8% | -21.2% | -16.5% |
| 3M | +3.5% | -6.1% | +9.6% | +4.9% |
| 6M | -0.3% | +5.9% | -6.2% | -1.0% |
| YTD | -7.3% | +16.1% | -23.4% | -11.2% |
| 1Y | -1.1% | +28.8% | -29.9% | -7.4% |
| All | -1.1% | +29.0% | -30.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling