-49.2%
FIS vs ZYBT
-57.8%
+8.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -8.9% | -2.5% | -6.4% | -8.9% |
| 30D | -9.9% | -1.2% | -8.7% | -9.9% |
| 3M | 0.0% | +76.7% | -76.7% | -1.1% |
| 6M | -22.9% | +103.6% | -126.5% | -23.9% |
| YTD | -40.9% | +38.3% | -79.1% | -41.5% |
| 1Y | -40.4% | -84.7% | +44.3% | -39.7% |
| All | -49.2% | -57.8% | +8.6% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling