+202.4%
ZETA vs FIS
-71.2%
+273.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.2% |
| 7D | -0.4% | -25.5% | +25.0% | +9.4% |
| 30D | -8.0% | -15.1% | +7.0% | -5.1% |
| 3M | +21.4% | -32.1% | +53.5% | +38.5% |
| 6M | +80.1% | -36.1% | +116.2% | +109.8% |
| YTD | +52.5% | -55.4% | +107.9% | +107.8% |
| 1Y | +58.5% | -53.9% | +112.4% | +113.1% |
| 3Y | +281.7% | -39.8% | +321.4% | +360.5% |
| All | +202.4% | -71.2% | +273.6% | +475.8% |
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