-3.7%
FISV vs Z
-54.2%
+50.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +3.0% |
| 7D | +29.6% | +10.2% | +19.5% | +25.0% |
| 30D | +34.5% | +23.7% | +10.8% | +24.0% |
| 3M | +11.2% | -6.6% | +17.8% | +13.0% |
| 6M | -1.2% | -23.0% | +21.8% | +5.7% |
| YTD | -7.6% | -50.3% | +42.7% | +9.4% |
| 1Y | -3.7% | -53.6% | +49.9% | +15.3% |
| All | -3.7% | -54.2% | +50.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling