+264.7%
ZETA vs FIS
-77.6%
+342.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.8% | +5.0% |
| 7D | +6.2% | -29.4% | +35.6% | +19.2% |
| 30D | -2.0% | -16.7% | +14.7% | +1.9% |
| 3M | +21.7% | -33.0% | +54.7% | +38.9% |
| 6M | +89.1% | -33.3% | +122.5% | +115.7% |
| YTD | +59.3% | -56.0% | +115.3% | +115.9% |
| 1Y | +66.2% | -54.6% | +120.8% | +122.4% |
| 3Y | +297.3% | -40.6% | +337.9% | +380.3% |
| 5Y | +227.5% | -71.9% | +299.4% | +455.7% |
| All | +264.7% | -77.6% | +342.3% | +518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling