+376.5%
FIS vs ZBRA
+1,754.9%
-1,378.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | -2.2% | -1.7% | -0.5% | -1.8% |
| 3M | +2.1% | +47.8% | -45.6% | -10.8% |
| 6M | -14.7% | +56.7% | -71.4% | -27.3% |
| YTD | -35.7% | +49.4% | -85.1% | -44.7% |
| 1Y | -37.1% | +16.5% | -53.6% | -42.0% |
| 3Y | -20.0% | +31.5% | -51.5% | -31.7% |
| 5Y | -62.1% | -38.6% | -23.5% | -60.5% |
| 10Y | -37.4% | +421.0% | -458.3% | -68.7% |
| All | +376.5% | +1,754.9% | -1,378.4% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling