+246.3%
ZETA vs FIS
-69.3%
+315.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | +0.8% |
| 7D | -2.4% | -3.5% | +1.0% | -1.0% |
| 30D | +15.6% | -7.8% | +23.4% | +19.7% |
| 3M | +41.5% | +0.8% | +40.7% | +40.1% |
| 6M | +63.4% | -21.9% | +85.3% | +81.1% |
| YTD | +51.3% | -39.5% | +90.8% | +86.1% |
| 1Y | +65.8% | -41.0% | +106.8% | +106.0% |
| 3Y | +279.2% | -23.6% | +302.8% | +325.2% |
| 5Y | +341.8% | -65.6% | +407.4% | +593.0% |
| All | +246.3% | -69.3% | +315.6% | +433.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling