+341.8%
ZETA vs FIS
-64.6%
+406.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | +0.9% |
| 7D | -2.4% | -3.5% | +1.0% | -1.0% |
| 30D | +15.6% | -7.8% | +23.4% | +19.8% |
| 3M | +41.5% | +0.8% | +40.7% | +40.1% |
| 6M | +63.4% | -21.9% | +85.3% | +81.4% |
| YTD | +51.3% | -39.5% | +90.8% | +86.7% |
| 1Y | +65.8% | -41.0% | +106.8% | +106.7% |
| 3Y | +279.2% | -23.6% | +302.8% | +325.7% |
| 5Y | +341.8% | -65.6% | +407.4% | +599.3% |
| All | +341.8% | -64.6% | +406.3% | +599.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling