-40.6%
FIS vs ZBRA
+435.2%
-475.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.4% |
| 7D | -7.9% | -3.4% | -4.5% | -6.9% |
| 30D | -8.0% | -7.4% | -0.6% | -5.9% |
| 3M | +0.6% | +57.5% | -56.9% | -13.2% |
| 6M | -22.2% | +64.0% | -86.2% | -34.2% |
| YTD | -40.8% | +44.3% | -85.1% | -48.2% |
| 1Y | -41.5% | +10.9% | -52.4% | -45.0% |
| 3Y | -25.5% | +37.5% | -63.0% | -37.2% |
| 5Y | -64.8% | -39.7% | -25.1% | -63.1% |
| All | -40.6% | +435.2% | -475.8% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling