-62.0%
FISV vs ZETA
+60.9%
-122.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +5.7% |
| 7D | -2.7% | -3.7% | +1.1% | -1.7% |
| 30D | 0.0% | +5.7% | -5.7% | -1.5% |
| 3M | -2.8% | +50.4% | -53.2% | -13.6% |
| 6M | -11.8% | +65.5% | -77.3% | -24.6% |
| YTD | -23.2% | +48.3% | -71.5% | -33.5% |
| 1Y | -62.0% | +45.4% | -107.4% | -67.3% |
| All | -62.0% | +60.9% | -122.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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