+46.1%
FISV vs Z
+7.8%
+38.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.7% |
| 3M | +14.9% | -17.0% | +32.0% | +18.1% |
| 6M | +21.8% | -22.7% | +44.4% | +26.4% |
| YTD | -5.0% | -56.3% | +51.3% | +8.0% |
| 1Y | -1.2% | -57.7% | +56.5% | +12.8% |
| 3Y | -47.5% | -16.5% | -31.0% | -47.4% |
| 5Y | -36.7% | -53.4% | +16.7% | -33.3% |
| 10Y | +26.9% | -15.9% | +42.8% | +6.6% |
| All | +46.1% | +7.8% | +38.3% | +16.1% |
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 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