-64.8%
FIS vs ZBRA
-40.9%
-23.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -8.9% | -3.8% | -5.1% | -7.9% |
| 30D | -9.9% | -10.2% | +0.3% | -7.3% |
| 3M | 0.0% | +58.7% | -58.7% | -13.1% |
| 6M | -22.9% | +61.9% | -84.8% | -33.9% |
| YTD | -40.9% | +41.7% | -82.5% | -47.6% |
| 1Y | -40.4% | +12.4% | -52.8% | -43.8% |
| 3Y | -25.4% | +34.2% | -59.5% | -36.4% |
| 5Y | -64.8% | -40.8% | -24.1% | -65.9% |
| All | -64.8% | -40.9% | -23.9% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling