-41.0%
FIS vs Z
-63.3%
+22.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.6% | -3.7% |
| 7D | -3.5% | -3.3% | -0.2% | -2.3% |
| 30D | -7.8% | -3.7% | -4.1% | -6.8% |
| 3M | +0.8% | -7.0% | +7.8% | +2.4% |
| 6M | -21.9% | -29.5% | +7.6% | -14.4% |
| YTD | -39.5% | -52.6% | +13.1% | -26.9% |
| 1Y | -41.0% | -64.0% | +23.0% | -24.9% |
| All | -41.0% | -63.3% | +22.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling