-23.9%
FIS vs ZBRA
+36.8%
-60.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.3% |
| 7D | -3.5% | +2.6% | -6.0% | -3.9% |
| 30D | -7.8% | -6.4% | -1.5% | -6.6% |
| 3M | +0.8% | +51.3% | -50.4% | -8.6% |
| 6M | -21.9% | +60.5% | -82.4% | -30.5% |
| YTD | -39.5% | +45.2% | -84.7% | -45.1% |
| 1Y | -41.0% | +12.3% | -53.3% | -43.4% |
| All | -23.9% | +36.8% | -60.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling