-57.7%
FISV vs Z
-65.8%
+8.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.2% |
| 7D | -6.4% | -7.1% | +0.6% | -5.0% |
| 30D | -6.8% | -4.8% | -2.1% | -5.9% |
| 3M | -10.0% | -9.3% | -0.6% | -8.5% |
| 6M | -20.6% | -29.0% | +8.3% | -15.8% |
| YTD | -27.6% | -52.9% | +25.3% | -17.9% |
| 1Y | -64.3% | -63.1% | -1.2% | -57.8% |
| 3Y | -60.0% | -36.9% | -23.1% | -57.4% |
| 5Y | -57.7% | -65.5% | +7.8% | -57.0% |
| All | -57.7% | -65.8% | +8.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling