-21.9%
FIS vs Z
+25.1%
-47.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | -2.2% | -4.2% | +2.0% | -1.7% |
| 3M | +2.1% | -3.7% | +5.8% | +2.5% |
| 6M | -14.7% | -24.5% | +9.8% | -11.3% |
| YTD | -35.7% | -49.3% | +13.6% | -29.2% |
| 1Y | -37.1% | -58.7% | +21.6% | -28.8% |
| 3Y | -20.0% | -34.1% | +14.1% | -17.5% |
| 5Y | -62.1% | -64.5% | +2.4% | -59.3% |
| 10Y | -37.4% | -0.5% | -36.9% | -48.4% |
| All | -21.9% | +25.1% | -47.0% | -39.6% |
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