+242.2%
ZETA vs FIS
-70.3%
+312.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.3% |
| 7D | -0.1% | -9.1% | +9.0% | +4.2% |
| 30D | +10.5% | -10.4% | +20.9% | +15.9% |
| 3M | +44.3% | -3.7% | +48.0% | +45.8% |
| 6M | +59.4% | -24.8% | +84.2% | +79.6% |
| YTD | +49.5% | -41.6% | +91.0% | +86.7% |
| 1Y | +62.7% | -42.7% | +105.4% | +104.8% |
| 3Y | +274.6% | -26.2% | +300.9% | +326.6% |
| 5Y | +349.3% | -66.1% | +415.5% | +612.6% |
| All | +242.2% | -70.3% | +312.5% | +435.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling