-24.8%
FIS vs ZYBT
+106.6%
-131.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -9.1% | -3.7% | -5.4% | -9.1% |
| 30D | -10.4% | -12.8% | +2.3% | -10.4% |
| 3M | -3.7% | +76.2% | -79.9% | -4.6% |
| 6M | -24.8% | +109.3% | -134.1% | -24.8% |
| All | -24.8% | +106.6% | -131.3% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling