-38.8%
FIS vs Z
-18.1%
-20.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.5% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | -16.7% | +5.2% | -21.9% | -18.5% |
| 3M | -32.3% | -17.0% | -15.3% | -30.4% |
| 6M | -29.1% | -22.7% | -6.4% | -26.4% |
| YTD | -54.1% | -56.3% | +2.2% | -47.5% |
| 1Y | -53.7% | -57.7% | +3.9% | -46.9% |
| 3Y | -38.8% | -16.5% | -22.3% | -37.8% |
| All | -38.8% | -18.1% | -20.7% | -37.8% |
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