+62.8%
META vs FITB
+71.5%
-8.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | -4.7% | +9.5% | +6.8% |
| 3M | -1.6% | +6.7% | -8.3% | -4.3% |
| 6M | -7.5% | +12.6% | -20.0% | -12.2% |
| YTD | -6.4% | +19.1% | -25.5% | -13.8% |
| 1Y | -17.3% | +22.6% | -40.0% | -25.1% |
| 3Y | +109.9% | +127.1% | -17.2% | +39.2% |
| All | +62.8% | +71.5% | -8.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling