+21.4%
FISV vs Z
+25.1%
-3.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -0.3% | -3.0% | +2.7% | +0.2% |
| 30D | -2.1% | -4.2% | +2.1% | -1.4% |
| 3M | -5.7% | -3.7% | -2.0% | -5.3% |
| 6M | -15.3% | -24.5% | +9.2% | -11.5% |
| YTD | -21.1% | -49.3% | +28.2% | -12.2% |
| 1Y | -61.1% | -58.7% | -2.4% | -55.1% |
| 3Y | -56.8% | -34.1% | -22.7% | -55.0% |
| 5Y | -54.2% | -64.5% | +10.4% | -50.1% |
| 10Y | +1.6% | -0.5% | +2.1% | -16.7% |
| All | +21.4% | +25.1% | -3.7% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling