+2.0%
FISV vs ZBRA
+435.2%
-433.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.9% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | 0.0% | -7.4% | +7.4% | +2.3% |
| 3M | -2.8% | +57.5% | -60.3% | -16.1% |
| 6M | -11.8% | +64.0% | -75.8% | -25.3% |
| YTD | -23.2% | +44.3% | -67.5% | -32.8% |
| 1Y | -62.0% | +10.9% | -72.9% | -64.1% |
| 3Y | -57.6% | +37.5% | -95.1% | -64.3% |
| 5Y | -53.4% | -39.7% | -13.7% | -50.4% |
| All | +2.0% | +435.2% | -433.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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