-40.2%
FIS vs Z
-7.0%
-33.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.6% | -4.8% |
| 7D | -3.5% | -3.3% | -0.2% | -2.9% |
| 30D | -7.8% | -3.7% | -4.1% | -7.3% |
| 3M | +0.8% | -7.0% | +7.8% | +1.8% |
| 6M | -21.9% | -29.5% | +7.6% | -17.8% |
| YTD | -39.5% | -52.6% | +13.1% | -32.4% |
| 1Y | -41.0% | -64.0% | +23.0% | -31.5% |
| 3Y | -23.6% | -36.4% | +12.8% | -20.7% |
| 5Y | -65.6% | -65.8% | +0.1% | -62.8% |
| 10Y | -40.2% | -5.8% | -34.4% | -49.9% |
| All | -40.2% | -7.0% | -33.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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