+67.8%
ZETA vs FIS
-37.2%
+105.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.3% |
| 7D | +2.7% | +1.1% | +1.6% | +1.7% |
| 30D | +15.8% | -2.2% | +18.0% | +17.7% |
| 3M | +35.4% | +2.1% | +33.3% | +30.4% |
| 6M | +67.1% | -14.7% | +81.8% | +89.6% |
| YTD | +54.1% | -35.7% | +89.8% | +128.2% |
| 1Y | +67.8% | -37.1% | +104.9% | +152.4% |
| All | +67.8% | -37.2% | +105.0% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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