-66.1%
FIS vs ZCMD
-100.0%
+33.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -3.4% |
| 7D | -9.1% | -4.1% | -4.9% | -9.1% |
| 30D | -10.4% | -22.7% | +12.3% | -10.5% |
| 3M | -3.7% | -62.5% | +58.8% | -3.3% |
| 6M | -24.8% | -99.5% | +74.7% | -22.9% |
| YTD | -41.6% | -99.7% | +58.2% | -39.8% |
| 1Y | -42.7% | -99.9% | +57.2% | -40.9% |
| 3Y | -26.2% | -100.0% | +73.8% | -23.6% |
| 5Y | -66.1% | -100.0% | +33.9% | -64.8% |
| All | -66.1% | -100.0% | +33.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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