+1,527.5%
META vs FITB
+551.3%
+976.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +4.8% | -4.7% | +9.5% | +6.3% |
| 3M | -1.6% | +6.7% | -8.3% | -3.7% |
| 6M | -7.5% | +12.6% | -20.0% | -11.1% |
| YTD | -6.4% | +19.1% | -25.5% | -11.9% |
| 1Y | -17.3% | +22.6% | -40.0% | -23.2% |
| 3Y | +109.9% | +127.1% | -17.2% | +58.0% |
| 5Y | +65.4% | +71.8% | -6.5% | +35.1% |
| 10Y | +391.8% | +287.2% | +104.6% | +176.7% |
| All | +1,527.5% | +551.3% | +976.2% | +654.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling