-37.1%
FIS vs ZYBT
-83.2%
+46.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +1.1% | -6.9% | +8.0% | +1.1% |
| 30D | -2.2% | -31.8% | +29.6% | -2.2% |
| 3M | +2.1% | +94.0% | -91.8% | +1.1% |
| 6M | -14.7% | +99.0% | -113.7% | -15.1% |
| YTD | -35.7% | +40.0% | -75.7% | -36.2% |
| 1Y | -37.1% | -79.5% | +42.5% | -37.9% |
| All | -37.1% | -83.2% | +46.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling