-57.0%
FISV vs ZCMD
-100.0%
+43.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.4% | -4.3% |
| 7D | -6.4% | -4.1% | -2.3% | -6.4% |
| 30D | -6.8% | -22.7% | +15.9% | -6.9% |
| 3M | -10.0% | -62.5% | +52.5% | -9.8% |
| 6M | -20.6% | -99.5% | +78.8% | -18.3% |
| YTD | -27.6% | -99.7% | +72.2% | -24.8% |
| 1Y | -64.3% | -99.9% | +35.6% | -62.7% |
| 3Y | -60.0% | -100.0% | +40.0% | -57.3% |
| 5Y | -57.7% | -100.0% | +42.3% | -54.8% |
| All | -57.0% | -100.0% | +43.0% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling