-45.8%
FIS vs Z
+6.9%
-52.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.9% |
| 7D | -25.5% | -4.6% | -20.9% | -25.4% |
| 30D | -15.1% | +8.3% | -23.4% | -16.8% |
| 3M | -32.1% | -11.6% | -20.5% | -31.4% |
| 6M | -36.1% | -33.6% | -2.4% | -32.5% |
| YTD | -55.4% | -56.7% | +1.3% | -50.0% |
| 1Y | -53.9% | -59.1% | +5.2% | -48.0% |
| 3Y | -39.8% | -20.4% | -19.4% | -39.8% |
| 5Y | -71.1% | -55.3% | -15.8% | -69.8% |
| 10Y | -53.8% | -14.2% | -39.6% | -61.3% |
| All | -45.8% | +6.9% | -52.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling