+294.5%
ZETA vs FIS
-77.7%
+372.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +13.2% | -27.4% | +40.6% | +25.6% |
| 30D | +6.0% | -16.8% | +22.8% | +10.2% |
| 3M | +27.3% | -32.6% | +60.0% | +45.0% |
| 6M | +104.6% | -33.4% | +138.0% | +133.4% |
| YTD | +72.3% | -56.0% | +128.4% | +133.6% |
| 1Y | +76.3% | -55.1% | +131.4% | +137.0% |
| 3Y | +325.6% | -41.4% | +367.0% | +416.9% |
| 5Y | +254.2% | -72.7% | +326.9% | +504.0% |
| All | +294.5% | -77.7% | +372.2% | +569.6% |
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