+27.4%
FISV vs Z
-16.5%
+43.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +38.4% | +5.2% | +33.3% | +36.6% |
| 3M | +14.9% | -17.0% | +32.0% | +18.2% |
| 6M | +21.8% | -22.7% | +44.4% | +26.6% |
| YTD | -5.0% | -56.3% | +51.3% | +8.3% |
| 1Y | -1.2% | -57.7% | +56.5% | +13.2% |
| 3Y | -47.5% | -16.5% | -31.0% | -47.4% |
| 5Y | -36.7% | -53.4% | +16.7% | -33.2% |
| All | +27.4% | -16.5% | +43.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling