-39.8%
FIS vs Z
-21.1%
-18.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -25.5% | -4.6% | -20.9% | -25.4% |
| 30D | -15.1% | +8.3% | -23.4% | -17.5% |
| 3M | -32.1% | -11.6% | -20.5% | -31.1% |
| 6M | -36.1% | -33.6% | -2.4% | -31.6% |
| YTD | -55.4% | -56.7% | +1.3% | -48.9% |
| 1Y | -53.9% | -59.1% | +5.2% | -46.8% |
| 3Y | -39.8% | -20.4% | -19.4% | -38.8% |
| All | -39.8% | -21.1% | -18.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling