-61.1%
FISV vs ZCMD
-99.9%
+38.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.5% |
| 7D | -0.3% | -8.0% | +7.7% | -0.4% |
| 30D | -2.1% | -27.9% | +25.8% | -2.2% |
| 3M | -5.7% | -74.6% | +68.8% | -4.9% |
| 6M | -15.3% | -99.5% | +84.1% | -9.8% |
| YTD | -21.1% | -99.7% | +78.7% | -11.3% |
| 1Y | -61.1% | -99.9% | +38.8% | -53.5% |
| All | -61.1% | -99.9% | +38.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling