-46.5%
FIS vs Z
+10.9%
-57.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -1.9% |
| 7D | -29.4% | -5.2% | -24.3% | -29.3% |
| 30D | -16.7% | +5.7% | -22.5% | -18.1% |
| 3M | -33.0% | -8.7% | -24.2% | -32.6% |
| 6M | -33.3% | -26.0% | -7.4% | -30.9% |
| YTD | -56.0% | -55.0% | -1.0% | -51.0% |
| 1Y | -54.6% | -58.0% | +3.4% | -49.0% |
| 3Y | -40.6% | -15.2% | -25.5% | -41.3% |
| 5Y | -71.9% | -53.8% | -18.1% | -70.8% |
| 10Y | -55.3% | -14.5% | -40.8% | -62.6% |
| All | -46.5% | +10.9% | -57.5% | -58.2% |
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