-3.3%
FISV vs Z
-6.2%
+3.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.1% |
| 7D | -7.2% | -11.6% | +4.4% | -5.1% |
| 30D | -7.2% | -8.5% | +1.3% | -5.7% |
| 3M | -8.2% | -7.9% | -0.3% | -7.0% |
| 6M | -17.7% | -29.1% | +11.4% | -12.9% |
| YTD | -27.2% | -54.2% | +27.0% | -17.2% |
| 1Y | -63.0% | -63.5% | +0.6% | -56.1% |
| 3Y | -59.8% | -38.6% | -21.1% | -57.5% |
| 5Y | -55.8% | -66.0% | +10.2% | -51.3% |
| All | -3.3% | -6.2% | +3.0% | -21.7% |
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